Context-aware Theta • ahead

library(ahead)

## Registered S3 method overwritten by 'quantmod':
##   method            from
##   as.zoo.data.frame zoo

# Compare different theta values

# theta = 0 (no drift, pure SES)
plot(ahead::ctxthetaf(AirPassengers, theta = 0), 
     main = "theta = 0 (No Drift)")

# theta = 0.5 (classical theta behavior)
plot(ahead::ctxthetaf(AirPassengers, theta = 0.5), 
     main = "theta = 0.5 (Classical)")

# theta = 1 (full drift)
plot(ahead::ctxthetaf(AirPassengers, theta = 1), 
     main = "theta = 1 (Full Drift)")

# theta = 1.5 (amplified drift)
plot(ahead::ctxthetaf(AirPassengers, theta = 1.5), 
     main = "theta = 1.5 (Amplified)")

# Compare linear vs non-linear with different theta

plot(ahead::ctxthetaf(AirPassengers, theta = 0.5, fit_func = lm),
     main = "Linear Model, theta = 0.5")

plot(ahead::ctxthetaf(AirPassengers, theta = 0.5, 
              fit_func = randomForest::randomForest),
     main = "Random Forest, theta = 0.5")

plot(ahead::ctxthetaf(AirPassengers, theta = 1, fit_func = lm),
     main = "Linear Model, theta = 1")

plot(ahead::ctxthetaf(AirPassengers, theta = 1, 
              fit_func = randomForest::randomForest),
     main = "Random Forest, theta = 1")

plot(ahead::ctxthetaf(USAccDeaths, theta = 0.15, 
                      type_pi="kde"))

plot(ahead::ctxthetaf(USAccDeaths, theta = 0.75, 
                      type_pi="surrogate"))