repr_exp: Exponential smoothing seasonal coefficients as representation

In TSrepr: Time Series Representations

Description

The repr_exp computes exponential smoothing seasonal coefficients.

Usage

repr_exp(x, freq, alpha = TRUE, gamma = TRUE)

Arguments

x	the numeric vector (time series)
freq	the frequency of the time series
alpha	the smoothing factor (default is TRUE - automatic determination of smoothing factor), or number between 0 to 1
gamma	the seasonal smoothing factor (default is TRUE - automatic determination of seasonal smoothing factor), or number between 0 to 1

Details

This function extracts exponential smoothing seasonal coefficients and uses them as time series representation. You can set smoothing factors (alpha, gamma) manually, but recommended is automatic method (set to TRUE). The trend component is not included in computations.

Value

the numeric vector of seasonal coefficients

Author(s)

Peter Laurinec, <[e-mail]>

References

Laurinec P, Lucka M (2016) Comparison of representations of time series for clustering smart meter data. In: Lecture Notes in Engineering and Computer Science: Proceedings of The World Congress on Engineering and Computer Science 2016, pp 458-463

Laurinec P, Loderer M, Vrablecova P, Lucka M, Rozinajova V, Ezzeddine AB (2016) Adaptive time series forecasting of energy consumption using optimized cluster analysis. In: Data Mining Workshops (ICDMW), 2016 IEEE 16th International Conference on, IEEE, pp 398-405

See Also

repr_lm, repr_gam, repr_seas_profile, HoltWinters

Examples

repr_exp(rnorm(96), freq = 24)

TSrepr documentation built on July 13, 2020, 9:07 a.m.