This function allows you to specify a decomposition combination model using any additive decomposition. It works by first decomposing the data using the decomposition method provided to dcmp_fn with the given formula. Secondary models are used to fit each of the components from the resulting decomposition. These models are specified after the decomposition formula. All non-seasonal decomposition components must be specified, and any unspecified seasonal components will be forecasted using seasonal naive. These component models will be combined according to the decomposition method, giving a combination model for the response of the decomposition.

decomposition_model(dcmp, ...)

Arguments

dcmp

A model definition which supports extracting decomposed components().

...

Model definitions used to model the components

See also

Examples

if (requireNamespace("fable", quietly = TRUE) && requireNamespace("feasts", quietly = TRUE)) { library(fable) library(feasts) library(tsibble) library(dplyr) vic_food <- tsibbledata::aus_retail %>% filter(State == "Victoria", Industry == "Food retailing") # Identify an appropriate decomposition vic_food %>% model(STL(log(Turnover) ~ season(window = Inf))) %>% components() %>% autoplot() # Use an ARIMA model to seasonally adjusted data, and SNAIVE to season_year # Any model can be used, and seasonal components will default to use SNAIVE. my_dcmp_spec <- decomposition_model( STL(log(Turnover) ~ season(window = Inf)), ETS(season_adjust ~ season("N")), SNAIVE(season_year) ) vic_food %>% model(my_dcmp_spec) %>% forecast(h="5 years") %>% autoplot(vic_food) }
#> Warning: 1 error encountered for my_dcmp_spec #> [1] .data contains implicit gaps in time. You should check your data and convert implicit gaps into explicit missing values using `tsibble::fill_gaps()` if required.
#> Error: `mutate()` argument `my_dcmp_spec` errored. #> `my_dcmp_spec` is `(function (object, ...) ...`. #> non-numeric argument to mathematical function