我似乎无法从运行fable
的ETS
模型中检索组件,例如:
# data from `tsibble`.
aus_holidays <- tourism %>%
filter(Purpose == "Holiday") %>%
summarise(Trips = sum(Trips))
fit <- aus_holidays %>% model(ETS(Trips))
components(fit)
# Error: Problem with `mutate()` input `cmp`. x `levels.yearquarter()` not supported. ℹ Input `cmp` is `map(.fit, components)`.
该错误清楚地指出了水平周期的变异问题。事实上,它适用于 - 例如 - 分钟数据:
# data from `datasets`.
www_usage <- as_tsibble(WWWusage)
fit <- www_usage %>% model(ETS(value))
components(fit)
# A dable: 101 x 6 [1]
# Key: .model [1]
# ETS(A,Ad,N) Decomposition: value = lag(level, 1) + 0.814958027904187 * lag(slope, 1) +
# remainder
# .model index value level slope remainder
# <chr> <dbl> <dbl> <dbl> <dbl> <dbl>
# ...
我的问题是:在这种情况下如何检索fable
's ETS
components?在上面运行时,我可能会遗漏一些明显的东西。