1. Linear in Time means it fits a regression line to the target data, using the Time variable as the X variable.
2. Auto regressive means it performs a linear combination on the de-trended data, using past values of the target variable itself.
3. There is no use case to my knowledge for a weight in time series
4. With default value 95%, I get variables with a least 5% contribution ; 98%, with at least 2% contribution ; for some reason if I go below the default value (that is 95%) I get all the tiny contributions as if I entered 100%
Add comment