Bld.mbb.bootstrap

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Debra Necochea

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Aug 4, 2024, 3:57:17 PM8/4/24

to kailieterge

Thisfunction implements the bagged model forecasting method described inBergmeir et al. By default, the ets function is applied to allbootstrapped series. Base models other than ets can be given by theparameter fn. Using the default parameters, the functionbld.mbb.bootstrap is used to calculate the bootstrapped serieswith the Box-Cox and Loess-based decomposition (BLD) bootstrap. The functionforecast.baggedModel can then be used to calculate forecasts.