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.

Author
Alexander Dokumentov, Rob J Hyndman
Date of publication
2016-09-10 18:02:12
Maintainer
Alexander Dokumentov <alexander.dokumentov@gmail.com>
License
GPL (>= 2)
Version
0.2
URLs

View on CRAN

Man pages

AutoSTR
Automatic STR decomposition for time series data
calls
Number of phone calls dataset
components
Extract STR components
confidence
Common argument
control
Common argument
data
Common argument
electricity
Electricity consumption dataset
gapCV
Common argument
grocery
Grocery and supermarkets turnover
lambdas
Common argument
nFold
Common argument
nMCIter
Common argument
pattern
Common argument
plot.STR
Plots the results of decomposition
predictors
Common argument
reltol
Common argument
reportDimensionsOnly
Common argument
robust
Common argument
RSTRmodel
Robust STR decomposition
seasadj.STR
Seasonal adjustment based on STR
solver
Common argument
STR
Automatic STR decomposition
strDesign
Common argument
STRmodel
STR decomposition
trace
Common argument

Files in this package

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/calls.R
stR/R/electricity.R
stR/R/components.R
stR/R/documentation.R
stR/R/mstsWrapper.R
stR/R/plot.str.R
stR/vignettes
stR/vignettes/stRvignette_files
stR/vignettes/stRvignette_files/figure-html
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stR/vignettes/stRvignette.Rmd
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/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/reltol.Rd
stR/man/seasadj.STR.Rd
stR/man/nMCIter.Rd
stR/man/solver.Rd