Global Trend Models - LGT, SGT, and S2GT7 years ago
Introduction | LGT(Local and Global Trend) | Model formulas | Notations | Parameters | Notes on the model formulas | SGT (Seasonal, Global Trend) | Additional notations | Additional parameters | S2GT (Double Seasonal, Global Trend) | Model options | 1. "Smoothed innovation" error size function | Notes | 2. Generalized seasonality | Formulas for SGT with generalized seasonality | 3. Additonal level calculation methods | "seasAvg" - Seasonal average method | "HW_sAvg" method | Regression | Prior Distributions | Additional notes | Non-integer seasonalities
Rlgt 0.2-3Christoph Bergmeir GT_models.Rmd