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我试图了解两个预测包之间的区别forecastfable因为同一本书的两个版本(第二版第三版似乎暗示这两个包是等效的。

library(dplyr)

raw <- c(44.4082519001086, 47.1074380165289, 43.5633367662204, 43.1003584229391, 
         42.5828970331588, 38.3217993079585, 38.5751520417029)
# raw <- c(raw,rev(raw))

forecast.df <- ts(raw)
forecast::autoplot(forecast.df) +
  forecast::autolayer(forecast::holt(forecast.df,damped=FALSE,h = 5),
                      series="Holt's method",PI = TRUE)


fable.df <- tsibble::as_tsibble(tibble(value=raw) %>%
                                 mutate(time=1:n()),index=time)
fable.df %>%
  fabletools::model(`Holt's method`=
                      fable::ETS(value ~ error("A") + trend("A") + season("N"))) %>%
  fabletools::forecast(.,h=5) %>%
  fabletools::autoplot(fable.df,level=c(80,95))

通过观察这两个图表,与漏斗形生成的预测区间边界fabletools相比,生成的预测区间边界是平行的。forecast

我不确定我在设置时是否遗漏了一些参数forecastfable. 谢谢!

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