ATA.BackTransform: Back Transformation Techniques for The ATAforecasting

In alsabtay/ATAforecasting: Automatic Time Series Analysis and Forecasting using the Ata Method

Back Transformation Techniques for The ATAforecasting

Description

The function provides the applicability of different types of back transformation techniques for the transformed data to which the Ata method will be applied. The ATA.BackTransform function works with many different types of inputs.

Usage

ATA.BackTransform(X, tMethod, tLambda, tShift, tbiasadj = FALSE, tfvar = NULL)

Arguments

X	a numeric vector or time series of class ts or msts for in-sample.
tMethod	Box-Cox power transformation family is consist of "Box_Cox", "Sqrt", "Reciprocal", "Log", "NegLog", "Modulus", "BickelDoksum", "Manly", "Dual", "YeoJohnson", "GPower", "GLog" in ATAforecasting package.
tLambda	Box-Cox power transformation family parameter. If NULL, data transformed before model is estimated.
tShift	Box-Cox power transformation family shifting parameter. If NULL, data transformed before model is estimated.
tbiasadj	Use adjusted back-transformed mean for Box-Cox transformations using forecast::BoxCox. If transformed data is used to produce forecasts and fitted values, a regular back transformation will result in median forecasts. If tbiasadj is TRUE, an adjustment will be made to produce mean forecasts and fitted values.
tfvar	Optional parameter required if tbiasadj=TRUE. Can either be the forecast variance, or a list containing the interval level, and the corresponding upper and lower intervals.

Value

A list object consists of transformation parameters and transformed data. ATA.Transform is a list containing at least the following elements:

• trfmX : Transformed data

• tLambda : Box-Cox power transformation family parameter

• tShift : Box-Cox power transformation family shifting parameter

References

#'\insertReftukey1957ATAforecasting

#'\insertRefboxcox1964ATAforecasting

#'\insertRefmanly1976ATAforecasting

#'\insertRefjohndraper1980ATAforecasting

#'\insertRefbickeldoksum1982ATAforecasting

#'\insertRefsakia1992ATAforecasting

#'\insertRefguerrero1993ATAforecasting

#'\insertRefyeojohn2000ATAforecasting

#'\insertRefglog2002ATAforecasting

#'\insertRefneglog2005ATAforecasting

#'\insertRefyang2006ATAforecasting

#'\insertRefgpower2013ATAforecasting

alsabtay/ATAforecasting documentation built on July 3, 2023, 3:42 p.m.