% Generated by roxygen2: do not edit by hand
% Please edit documentation in R/bootstrap.R
\name{bld.mbb.bootstrap}
\alias{bld.mbb.bootstrap}
\title{Box-Cox and Loess-based decomposition bootstrap.}
\usage{
bld.mbb.bootstrap(x, num, block_size = NULL)
}
\arguments{
\item{x}{Original time series.}

\item{num}{Number of bootstrapped versions to generate.}

\item{block_size}{Block size for the moving block bootstrap.}
}
\value{
A list with bootstrapped versions of the series. The first series in
the list is the original series.
}
\description{
Generates bootstrapped versions of a time series using the Box-Cox and
Loess-based decomposition 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.
}
\examples{
bootstrapped_series <- bld.mbb.bootstrap(WWWusage, 100)

}
\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.
}
\seealso{
\code{\link{baggedETS}}.
}
\author{
Christoph Bergmeir, Fotios Petropoulos
}
\keyword{ts}
