# crost: Croston's method and variants In tsintermittent: Intermittent Time Series Forecasting

 crost R Documentation

## Croston's method and variants

### Description

Croston's method and variants for intermittent demand series with fixed or optimised parameters.

### Usage

```crost(data,h=10,w=NULL,init=c("mean","naive"),nop=c(2,1),
type=c("croston","sba","sbj"),cost=c("mar","msr","mae","mse"),
init.opt=c(TRUE,FALSE),outplot=c(FALSE,TRUE),opt.on=c(FALSE,TRUE),
na.rm=c(FALSE,TRUE))
```

### Arguments

 `data` Intermittent demand time series. `h` Forecast horizon. `w` Smoothing parameters. If w == NULL then parameters are optimised. If w is a single parameter then the same is used for smoothing both the demand and the intervals. If two parameters are provided then the second is used to smooth the intervals. `init` Initial values for demand and intervals. This can be: 1. c(z,x) - Vector of two scalars, where first is initial demand and second is initial interval; 2. "naive" - Initial demand is first non-zero demand and initial interval is first interval; 3. "mean" - Same as "naive", but initial interval is the mean of all in sample intervals. `nop` Specifies the number of model parameters. Used only if they are optimised. 1. 1 - Demand and interval parameters are the same; 2. 2 - Different demand and interval parameters. `type` Croston's method variant: 1. "croston" Croston's method; 2. "sba" Syntetos-Boylan approximation; 3. "sbj" Shale-Boylan-Johnston. `cost` Cost function used for optimisation: 1. "mar" - Mean Absolute Rate; 2. "msr" - Mean Squared Rate; 3. "mae" - Mean Absolute Error; 4. "mse" - Mean Squared Error. `init.opt` If init.opt==TRUE then initial values are optimised. `outplot` If TRUE a plot of the forecast is provided. `opt.on` This is meant to use only by the optimisation function. When opt.on is TRUE then no checks on inputs are performed. `na.rm` A logical value indicating whether NA values should be remove using the method.

### Value

 `model` Type of model fitted. `frc.in` In-sample demand rate. `frc.out` Out-of-sample demand rate. `weights` Smoothing parameters for demand and interval. `initial` Initialisation values for demand and interval smoothing. `component` List of c.in and c.out containing the non-zero demand and interval vectors for in- and out-of-sample respectively. Third element is the coefficient used to scale demand rate for sba and sbj.

### Author(s)

Nikolaos Kourentzes

### References

Optimisation of the methods described in: N. Kourentzes, 2014, On intermittent demand model optimisation and selection, International Journal of Production Economics, 156: 180-190. doi: 10.1016/j.ijpe.2014.06.007.

`tsb`, `sexsm`, `crost.ma`.
```crost(ts.data1,outplot=TRUE)