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Problem with tbats refit #325

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robjhyndman opened this issue May 16, 2016 · 2 comments
Open

Problem with tbats refit #325

robjhyndman opened this issue May 16, 2016 · 2 comments

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@robjhyndman
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robjhyndman commented May 16, 2016

x1 <- c(taylor[1:3000])
x2 <- c(taylor[500:length(taylor)])
fit <- tbats(x1, seasonal.periods=c(48,336))
fit2 <- tbats(x2, model=fit)
plot(fit)
plot(fit2)
plot(forecast(fit2))
@mitchelloharawild
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Reprex:

library(forecast)
x1 <- c(taylor[1:3000])
x2 <- c(taylor[500:length(taylor)])
fit <- tbats(x1, seasonal.periods=c(48,336))
fit2 <- tbats(x2, model=fit)
plot(fit)

plot(fit2)

plot(forecast(fit2))

Created on 2019-01-03 by the reprex package (v0.2.1)

@robjhyndman
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The problem is that the level component in fit2 is contaminated by the seasonal components. I think we should leave this for now and see if the same problem occurs after a re-implementation in fable.

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