oes.R
In smooth: Forecasting Using State Space Models

## ----global_options, include=FALSE--------------------------------------------
knitr::opts_chunk$set(fig.width=6, fig.height=4, fig.path='Figs/', fig.show='hold',
                      warning=FALSE, message=FALSE)
library(smooth)

## ----artificialData-----------------------------------------------------------
y <- ts(c(rpois(20,0.25),rpois(20,0.5),rpois(20,1),rpois(20,2),rpois(20,3),rpois(20,5)))

## ----iETSFExample1------------------------------------------------------------
oETSFModel1 <- oes(y, occurrence="fixed", h=10, holdout=TRUE)
oETSFModel1
plot(oETSFModel1)

## ----iETSFExample2------------------------------------------------------------
adam(y, "MMN", occurrence="fixed", h=10, holdout=TRUE, silent=FALSE)

## ----iETSOExample1------------------------------------------------------------
oETSOModel <- oes(y, model="MMN", occurrence="o", h=10, holdout=TRUE)
oETSOModel
plot(oETSOModel)

## ----iETSOExample2------------------------------------------------------------
adam(y, "MMN", occurrence="o", oesmodel="MMN", h=10, holdout=TRUE, silent=FALSE)

## ----iETSOExample3, eval=FALSE------------------------------------------------
#  adam(y, "MMN", occurrence=oETSOModel, h=10, holdout=TRUE, silent=FALSE)

## ----iETSIExample1------------------------------------------------------------
oETSIModel <- oes(y, model="MMN", occurrence="i", h=10, holdout=TRUE)
oETSIModel
plot(oETSIModel)

## ----iETSIExample2------------------------------------------------------------
adam(y, "MMN", occurrence="i", oesmodel="MMN", h=10, holdout=TRUE, silent=FALSE)

## ----iETSIExample3, eval=FALSE------------------------------------------------
#  adam(y, "MMN", occurrence=oETSIModel, h=10, holdout=TRUE, silent=FALSE)

## ----iETSDExample1------------------------------------------------------------
oETSDModel <- oes(y, model="MMN", occurrence="d", h=10, holdout=TRUE)
oETSDModel
plot(oETSDModel)

## ----iETSDExample2------------------------------------------------------------
adam(y, "MMN", occurrence=oETSDModel, h=10, holdout=TRUE, silent=FALSE)

## ----iETSGExample1------------------------------------------------------------
oETSGModel1 <- oesg(y, modelA="MNN", modelB="AAN", h=10, holdout=TRUE)
oETSGModel1
plot(oETSGModel1)

## ----iETSGExample2------------------------------------------------------------
oETSGModel2 <- oes(y, model="MNN", occurrence="g", h=10, holdout=TRUE)
oETSGModel2
plot(oETSGModel2)

## ----iETSGExample3------------------------------------------------------------
es(y, "MMN", occurrence="g", oesmodel="MMN", h=10, holdout=TRUE, silent=FALSE)

## ----iETSAExample1------------------------------------------------------------
oETSAModel <- oes(y, model="MNN", occurrence="a", h=10, holdout=TRUE)
oETSAModel
plot(oETSAModel)