trend {utsf} | R Documentation |
Specifying the transformation for dealing with trended series
Description
This function is used to specify the preprocessing associated with the trend of a time series.
Usage
trend(
type = c("additive", "multiplicative", "differences", "none"),
n = -1,
transform_features = TRUE
)
Arguments
type |
A character indicating the type of preprocessing applied to the
time series. Possible values are: |
n |
An integer specifying the order of first differences to be applied.
If the default (-1) is used, the order of first differences needed by the
time series will be estimated by the |
transform_features |
A logical value indicating whether the training features are also transformed with the additive or multiplicative transformation. |
Value
A list with the selected options
Examples
trend("none") # no preprocessing
trend("additive") # additive preprocessing
trend("differences", 1) # order 1 first differences
trend("differences", -1) # order of first differences automatically estimated
[Package utsf version 1.3.0 Index]