tsc.setting: Specification of time series components
In mbsts: Multivariate Bayesian Structural Time Series

tsc.setting

R Documentation

Specification of time series components

Specify three time series components for the MBSTS model: the generalized linear trend component, the seasonal component, and the cycle component.

tsc.setting(Ytrain, mu, rho, S, vrho, lambda)

`Ytrain`	The multivariate time series to be modeled.
`mu`	A vector of logic values indicating whether to include a local trend for each target series.
`rho`	A vector of numerical values taking values in [0,1], describing the learning rates at which the local trend is updated for each target series. The value 0 in the j-th entry indicates that the j-th target series does not include slope of trend.
`S`	A vector of integer values representing the number of seasons to be modeled for each target series. The value 0 in the j-th entry indicates that the j-th target series does not include the seasonal component.
`vrho`	A vector of numerical values taking values in [0,1], describing a damping factor for each target series. The value 0 in the j-th entry indicates that the j-th target series does not include the cycle component.
`lambda`	A vector of numerical values, whose entries equal to 2π/q with q being a period such that 0<λ<π, describing the frequency.