Fast Additive Switching of Seasonality, Trend, and Exogenous Regressors
Extract Components from a FASSTER Model
Fast Additive Switching of Seasonality, Trend and Exogenous Regressors
fasster: Fast Additive Switching of Seasonality, Trend, and Exogenous ...
Extract fitted values from a FASSTER model
Forecast a FASSTER model
Glance at a FASSTER model
Interpolate missing values in a FASSTER model
Refit a FASSTER model
Report on a FASSTER model
Extract residuals from a FASSTER model
Stream new data through a FASSTER model
Extract coefficients from a FASSTER model
Implementation of the FASSTER (Forecasting with Additive Switching of Seasonality, Trend, and Exogenous Regressors) model for forecasting time series with multiple seasonal patterns. The model combines state space methodology with a switching component in the observation equation to allow flexible modeling of complex seasonal patterns, including time-varying effects and multiple seasonalities.
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