hotfix: Damped ETS - #1219
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August 27, 2026 00:51
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Description
This fixes the damped-trend forecast recursion in ETS models.
For a damped additive trend, the correct trend coefficient at horizon$h$ is
Since$\phi + \phi^2$ , instead of the incorrect $2\phi$ .
istarts at zero, changingpow(phi, i + 1)topow(phi, i + 2)after horizon 1 produces the correct horizon-2 coefficient,The shared recursion also affects damped multiplicative trends.
The fable equivalent script uses
pow(phi, i+2). See https://github.com/tidyverts/fable/blob/3fe8346a5506ba3f262f365de9b0d293e217f2bc/src/etscalc.c#L236