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.

Install the latest version of this package by entering the following in R:
install.packages("stR")
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

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

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