fplsrweightselect {ftsa} | R Documentation |
Selecting an optimal geometrically decaying weight used in the fplsr
.
fplsrweightselect(data, errortype = c("L1norm", "L2norm", "Linfnorm"), h)
data |
An object of class fts . |
errortype |
Type of error measure. |
h |
Forecast horizon. |
The optimal weight parameter is selected by minimizing an error measure, using the optimize
function.
minimum |
Optimal weight parameter. |
objective |
Optimal error. |
Han Lin Shang
R. J. Hyndman and H. L. Shang (2009) "Forecasting functional time series (with discussion)", Journal of the Korean Statistical Society, 38(3), 199-221.
fplsrweightselect(Australiasmoothfertility, errortype = "L2norm", h = 10)