mas: Moving average smoothing
In TSPred: Functions for Benchmarking Time Series Prediction

Description Usage Arguments Details Value Author(s) References See Also Examples

The mas() function returns a simple moving average smoother of the provided time series. mas.rev() reverses the transformation(smoothing) process.

1
2
3

mas(x, order, ...)

mas.rev(xm, xi, order, addinit = TRUE)

`x`	A numeric vector or univariate time series.
`order`	Order of moving average smoother. If `NULL`, it is automatically selected by `fittestMAS`.
`...`	Additional arguments passed to `fittestMAS`.
`xm`	A numeric vector or univariate time series that has been moving average smoothed. Possibly returned by `mas()`.
`xi`	Initial `order-1` values/observations used for reverse smoothing. First `order-1` known non-transformed values used to recursively obtain the original series. By default, `mas()` returns `xi` as an attribute.
`addinit`	If `TRUE`, `xi` is included in the return.

The moving average smoother transformation is given by

(1/k) * ( x[t] + x[t+1] + ... + x[t+k-1] )

where k=order, t assume values in the range 1:(n-k+1), and n=length(x). See also the ma of the forecast package.

Numerical time series of length length(x)-order+1 containing the simple moving average smoothed values.

Rebecca Pontes Salles

R.H. Shumway and D.S. Stoffer, 2010, Time Series Analysis and Its Applications: With R Examples. 3rd ed. 2011 edition ed. New York, Springer.

Other transformation methods: Diff(), LogT(), WaveletT(), emd(), mlm_io(), outliers_bp(), pct(), train_test_subset()

data(CATS)

m <- mas(CATS[,1],order=5)

#automatically select order of moving average
m <- mas(CATS[,1],order=NULL,h=20)


x <- mas.rev(m, attributes(m)$xi, attributes(m)$order)

all(round(x,4)==round(CATS[,1],4))