MAPA_daily2FiskalWeek: wrapper for MAPA in one special use case of given daily data

In Mthrun/TSAT: Time Series Analysis Tools (TSAT)

wrapper for MAPA in one special use case of given daily data

Description

MAPA does not work on daily data well. Hence, data is aggregated to monthly data, forecasted and then disaggregated to weekly data of a Fiskal week (5-4-4 week months).

Usage

MAPA_daily2FiskalWeek(DailyTime, DailyData, SplitAt, ForecastHorizon = 12, ForecastHorizonMonthly = 12, FiskalMonthSeason = 12, FUN = sum, Confidence = c(0.95), na.rm = TRUE, ...)

Arguments

DailyTime
DailyData
SplitAt	Integer for splitting time of a monthly frequency
ForecastHorizon	Forecast horizon in weeks used after mapa modelling to generate output, numer of weeks can not be higher than the weeks given in the months of ForecastHorizonMonthly
ForecastHorizonMonthly	Forecast horizon in months used in mapa,
FiskalMonthSeason
FUN
Confidence
na.rm
...	Further arguments for mapa

Details

Multiple Aggregation Prediction Algorithm is used. Function assumes a regular time series of daily data and a split at the monthly level.

Value

List of

MAPA_F	data frame, 1:ForecastHorizon, testdata, testtime and forecast FF
MAPA_Object
Conf	data frame, 1:ForecastHorizon of Confidence Intervall

Note

Other frequencies are under development

Author(s)

Michael Thrun

References

Kourentzes N., Petropoulos F., Trapero J.R. (2014) Improving forecasting by estimating time series structural components across multiple frequencies. International Journal of Forecasting, 30(2), 291–302.

Kourentzes N., Petropoulos F. (2015) Forecasting with multivariate temporal aggregation: The case of promotional modelling. International Journal of Production Economics.

See Also

mapa, ~~~

Examples

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Mthrun/TSAT documentation built on Feb. 5, 2024, 11:15 p.m.