Feature Request for: MEAN

[yijunwang0805]

Hi Mitchell,

I hope everything is going well for you.

Is it possible to add a specials for model MEAN allowing calculation for a given time interval of the data?

What I hope to do is to combine the mean of the past three months with other models,
borrowing an example from your useR2019 https://slides.mitchelloharawild.com/user2019/#30

aus_travel %>%
  model(
    # overall mean
    MEAN = MEAN(Trips),
    # mean for the past three months
    MEAN_3 = MEAN(Trips, horizon = between(date, '2019-06-01', '2019-08-31'))
  ) %>% 
    # forecast combination
  mutate(
    combn = (MEAN + MEAN_3)/2
  ) %>%
    # forecast
  select(combn) %>%
  forecast(h = 30)

Thank you so much for reading this.

[mitchelloharawild]

A rolling mean option could be interesting, @robjhyndman do you have any opinions on this?

The way I would represent it is: MEAN(y ~ window(size)

If size = NULL, no window (all the data) will be used.
If size = "3 weeks", then a three week window will be used.

[yijunwang0805]

Yes, what you comment above is exactly what I need (and probably needed by many others)!

[robjhyndman]

Sounds like a good suggestion to me.

[mitchelloharawild]

Added in 2ccd6c1