The model is represented as a PMML TimeSeriesModel.
When ts_type = "statespace"
(by default), the R object is exported as StateSpaceModel in PMML.
When ts_type = "arima"
, the R object is exported as ARIMA in PMML with conditional
least squares (CLS). Note that ARIMA models in R are
estimated using a state space representation. Therefore, when using CLS with seasonal models,
forecast results between R and PMML may not match exactly. Additionally, when ts_type="arima", prediction intervals
are exported for non-seasonal models only. For ARIMA models with d=2, the prediction intervals
between R and PMML may not match.
OutputField elements are exported with
dataType "string", and contain a collection of all values up to and including the steps-ahead value supplied
during scoring.
String output in this form is facilitated by Extension elements in the PMML file,
and is supported by Zementis Server since version 10.6.0.0.
cpi_levels
behaves similar to levels
in forecast::forecast
: values must be
between 0 and 100, non-inclusive.
Models with a drift term will be supported in a future version.
Transforms are currently not supported for ARIMA models.