R: Box-Cox and Loess-based decomposition bootstrap.

bld.mbb.bootstrap {forecast} | R Documentation

## Box-Cox and Loess-based decomposition bootstrap.

### Description

Generates bootstrapped versions of a time series using the Box-Cox and Loess-based decomposition bootstrap.

### Usage

    bld.mbb.bootstrap(x, num, block_size = NULL)

### Arguments

`x` | Original time series.
`num` | Number of bootstrapped versions to generate.
`block_size` | Block size for the moving block bootstrap.

### Details

The procedure is described in Bergmeir et al. Box-Cox decomposition is applied, together with STL or Loess (for non-seasonal time series), and the remainder is bootstrapped using a moving block bootstrap.

### Value

A list with bootstrapped versions of the series. The first series in the list is the original series.

### Author(s)

Christoph Bergmeir, Fotios Petropoulos

### References

Bergmeir, C., R. J. Hyndman, and J. M. Benitez (2016). Bagging Exponential Smoothing Methods using STL Decomposition and Box-Cox Transformation. International Journal of Forecasting 32, 303-312.

### See Also

`baggedETS`.

### Examples

    bootstrapped_series <- bld.mbb.bootstrap(WWWusage, 100)

[Package forecast version 8.12 Index]