DOC: Finding the best C value

Description Usage Arguments Value Author(s) See Also Examples

Description

Finding the best C value for Abbasov Mamedova and NFTS models according to DOC algorithm.

Usage

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DOC(ts, n = 7, w = 7, D1 = 0, D2 = 0, error = 1e-06, k=500,r=13,
CEF = "MSE",type="Abbasov-Mamedova", show.complete = TRUE, keyword) 

Arguments

ts

Univariate time series.

n

Number of fuzzy set.

w

The w parameter.

D1,D2

Two proper positive numbers.

error

Error of C value is finded by DOC algorithm, which compare the best C value really. Default error = 0.000001.

k

In each iteration of the algorithm, k+1 (or k or k-1) values of C will be considered. The k must be a integer and greater than 499, default k = 500.

r

Display results returned to the specified number of decimal places (default 13). (See round2str for details of r paramicter.)

CEF

One of the criterion to evaluate forecasting model, must be one of "ME","MAE" , "MPE", "MAPE", "MSE" (default), or "RMSE".

type

Model is choosed to predicts time series by fuzziness, type = "Abbasov-Manedova" (default) or type = "NFTS".

show.complete

If TRUE, a graph will appear showing the percentage completed.

keyword

A keyword help connecting from GDOC function to Compare.Cs function. User are not allowed to use parameter 'keyword'.

Value

The best C value and CEF corresponding value.

Author(s)

Hong Viet Minh <hongvietminh@gmail.com>

Vo Van Tai <vvtai@ctu.edu.vn>

See Also

GDOC

Examples

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#data(enrollment)
#DOC(enrollment,n=7,w=7,error=0.00001,CEF="MSE",type="Abbasov-Mamedova")
#DOC(enrollment,n=7,w=7,error=0.00001,CEF="MAPE",type="NFTS")

Example output

Loading required package: MASS
Loading required package: TSA

Attaching package: 'TSA'

The following objects are masked from 'package:stats':

    acf, arima

The following object is masked from 'package:utils':

    tar

Loading required package: TTR
Loading required package: tseries
Loading required package: urca

Attaching package: 'AnalyzeTS'

The following object is masked from 'package:base':

    pmax

AnalyzeTS documentation built on Dec. 9, 2019, 1:07 a.m.