feat: add alpha optimization for croston#1126
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Alternatively, we could stay backwards compatible and offer the two-parameter variant by following Or add a new function |
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I'd rather not have a new function, but allowing separate optimizations over the two alphas would be potentially useful. One possible design could be:
That preserves current behaviour, but allows fable-like results. |
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CROSTON()tocroston_model()alpha = NULLjointly optimizes the smoothing parameter and initial values viaoptim()NAinstead of 0, matching fable and tsintermittentNote: one could change the default value for
initialto "mean" to match the fable and tsintermittent implementation, but that would be somewhat breaking change.Brief comparison to the fable NA handling: