simID: Simulator for Intermittent Demand Series

In tsintermittent: Intermittent Time Series Forecasting

Simulator for Intermittent Demand Series

Description

Simulator of Intermittent Demand Series.

Usage

simID(n=1, obs=60, idi=2, cv2=0.5, level=NULL)

Arguments

n	Number of time series to be generated.
obs	Number of observation of each series.
idi	Average intermittent demand interval of each series.
cv2	Squared coefficient of variation of the non-zero demands.
level	Mean level of the non-zero demands. If NULL, then a random level in [10,100] is selected.

Value

series

A data matrix containing all the generated series.

Author(s)

Fotios Petropoulos

References

This simulator assumes that non-zero demand arrivals follow a bernoulli distribution and the non-zero demands a negative binomial distribution. Petropoulos F., Makridakis S., Assimakopoulos V. & Nikolopoulos K. (2014) "'Horses for Courses' in demand forecasting", European Journal of Operational Research, Vol. 237, No. 1, pp. 152-163

See Also

crost, tsb, idclass.

Examples

dataset <- t(simID(100,60,idi=1.15,cv2=0.3))

tsintermittent documentation built on July 18, 2022, 9:06 a.m.