TBATS

TBATS model. Calls forecast::tbats() from package forecast.

Dictionary

This Learner can be instantiated via the dictionary mlr_learners or with the associated sugar function lrn():

mlr_learners$get("fcst.tbats")
lrn("fcst.tbats")

Meta Information

• Task type: “fcst”

• Predict Types: “response”, “quantiles”

• Feature Types: “integer”, “numeric”, “Date”

• Required Packages: mlr3, mlr3forecast, forecast

Parameters

Id	Type	Default	Levels	Range
use.box.cox	logical	NULL	TRUE, FALSE	-
use.trend	logical	NULL	TRUE, FALSE	-
use.damped.trend	logical	NULL	TRUE, FALSE	-
seasonal.periods	untyped	NULL		-
use.arma.errors	logical	NULL	TRUE, FALSE	-
use.parallel	untyped	-		-
num.cores	integer	2		\([1, \infty)\)
bc.lower	integer	0		\((-\infty, \infty)\)
bc.upper	integer	1		\((-\infty, \infty)\)
biasadj	logical	FALSE	TRUE, FALSE	-

References

De Livera, A.M., Hyndman, R.J., Snyder &, D. R (2011). “Forecasting time series with complex seasonal patterns using exponential smoothing.” Journal of the American Statistical Association, 106(496), 1513–1527.

See also

• Chapter in the mlr3book: https://mlr3book.mlr-org.com/chapters/chapter2/data_and_basic_modeling.html#sec-learners

• Package mlr3learners for a solid collection of essential learners.

• Package mlr3extralearners for more learners.

• Dictionary of Learners: mlr_learners

• as.data.table(mlr_learners) for a table of available Learners in the running session (depending on the loaded packages).

• mlr3pipelines to combine learners with pre- and postprocessing steps.

• Package mlr3viz for some generic visualizations.

• Extension packages for additional task types:

  • mlr3proba for probabilistic supervised regression and survival analysis.

  • mlr3cluster for unsupervised clustering.

• mlr3tuning for tuning of hyperparameters, mlr3tuningspaces for established default tuning spaces.

Other Learner: LearnerFcst, mlr_learners_fcst.arfima, mlr_learners_fcst.arima, mlr_learners_fcst.auto_arima, mlr_learners_fcst.bats, mlr_learners_fcst.ets

Super classes

mlr3::Learner -> mlr3::LearnerRegr -> mlr3forecast::LearnerFcst -> mlr3forecast::LearnerFcstForecast -> LearnerFcstTbats

Methods

Public methods

• LearnerFcstTbats$new()

• LearnerFcstTbats$clone()

Inherited methods

• mlr3::Learner$base_learner()
• mlr3::Learner$configure()
• mlr3::Learner$encapsulate()
• mlr3::Learner$format()
• mlr3::Learner$help()
• mlr3::Learner$predict()
• mlr3::Learner$predict_newdata()
• mlr3::Learner$print()
• mlr3::Learner$reset()
• mlr3::Learner$train()

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Method new()

Creates a new instance of this R6 class.

Usage

LearnerFcstTbats$new()

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Method clone()

The objects of this class are cloneable with this method.

Usage

LearnerFcstTbats$clone(deep = FALSE)

Arguments

deep

Whether to make a deep clone.