stR: STR Decomposition

Methods for decomposing seasonal data: STR (a Seasonal-Trend decomposition procedure based on Regression) and Robust STR. In some ways, STR is similar to Ridge Regression and Robust STR can be related to LASSO. They allow for multiple seasonal components, multiple linear covariates with constant, flexible and seasonal influence. Seasonal patterns (for both seasonal components and seasonal covariates) can be fractional and flexible over time; moreover they can be either strictly periodic or have a more complex topology. The methods provide confidence intervals for the estimated components. The methods can be used for forecasting.

AuthorAlexander Dokumentov, Rob J Hyndman
Date of publication2017-01-06 14:44:22
MaintainerAlexander Dokumentov <alexander.dokumentov@gmail.com>
LicenseGPL (>= 2)
Version0.3
https://bitbucket.org/alexanderdokumentov/strpackage

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Files

stR
stR/inst
stR/inst/doc
stR/inst/doc/stRvignette.R
stR/inst/doc/stRvignette.Rmd
stR/inst/doc/stRvignette.html
stR/tests
stR/tests/testthat.R
stR/tests/testthat
stR/tests/testthat/Rplots.pdf
stR/tests/testthat/test_STR.R
stR/NAMESPACE
stR/data
stR/data/electricity.RData
stR/data/calls.RData
stR/data/grocery.RData
stR/Changelog
stR/R
stR/R/RSTR.R stR/R/STR.R stR/R/grocery.R stR/R/seasadj.R stR/R/lsmr.R stR/R/calls.R stR/R/lmSolver.R stR/R/electricity.R stR/R/components.R stR/R/plotBeta.R stR/R/cg.R stR/R/documentation.R stR/R/heuristicSTR.R stR/R/mstsWrapper.R stR/R/plot.str.R
stR/vignettes
stR/vignettes/logGrOutl.stR.robust.RDS
stR/vignettes/co2.fit.tbats.RDS
stR/vignettes/elec.fit.RDS
stR/vignettes/logGrOutl.stR.RDS
stR/vignettes/elec.fit.forecasting.RDS
stR/vignettes/taylor.fit.stR.RDS
stR/vignettes/gr.fit.stR.RDS
stR/vignettes/elec.fit.2.forecasting.RDS
stR/vignettes/calls.fit.RDS
stR/vignettes/stRvignette.Rmd
stR/vignettes/gr.fit.2.stR.RDS
stR/vignettes/co2.fit.stR.RDS
stR/MD5
stR/build
stR/build/vignette.rds
stR/DESCRIPTION
stR/man
stR/man/pattern.Rd stR/man/lambdas.Rd stR/man/nFold.Rd stR/man/plot.STR.Rd stR/man/grocery.Rd stR/man/trace.Rd stR/man/STR.Rd stR/man/electricity.Rd stR/man/confidence.Rd stR/man/robust.Rd stR/man/heuristicSTR.Rd stR/man/components.Rd stR/man/calls.Rd stR/man/RSTRmodel.Rd stR/man/gapCV.Rd stR/man/control.Rd stR/man/data.Rd stR/man/predictors.Rd stR/man/AutoSTR.Rd stR/man/strDesign.Rd stR/man/reportDimensionsOnly.Rd stR/man/STRmodel.Rd stR/man/plotBeta.Rd stR/man/reltol.Rd stR/man/seasadj.STR.Rd stR/man/nMCIter.Rd stR/man/solver.Rd

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