Description
Usage
Arguments
Value
Author(s)
See Also
View source: R/ATA_Decomposition.r
Automatic seasonal decomposition for ATA Method is called ATA.Decomposition
function in ATAforecasting package.
The function returns seasonally adjusted data constructed by removing the seasonal component. The methodology is fully automatic.
The ATA.Decomposition
function works with many different types of inputs.
 (input, s.model, s.type, s.frequency, seas_attr_set)

input 
It must be ts or msts or numeric object. if it is numeric object, findPeriod must be 1 or 2 or 3 or 4. if it is msts object, findPeriod must be 3 or 4.

s.model 
A string identifying method for seasonal decomposition. If NULL, "decomp" method is default. c("none", "decomp", "stl", "stlplus", "tbats", "stR") phrases of methods denote.
none : seasonal decomposition is not required.
decomp : classical seasonal decomposition. If decomp , the stats package will be used.
stl : seasonaltrend decomposition procedure based on loess developed by Cleveland et al. (1990). If stl , the stats and forecast packages will be used. Multiple seasonal periods are allowed.
stlplus : seasonaltrend decomposition procedure based on loess developed by Cleveland et al. (1990). If stlplus , the stlplus package will be used.
tbats : exponential smoothing state space model with boxcox transformation, ARMA errors, trend and seasonal components.
as described in De Livera, Hyndman & Snyder (2011). Parallel processing is used by default to speed up the computations. If tbats , the forecast package will be used. Multiple seasonal periods are allowed.
stR : seasonaltrend decomposition procedure based on regression developed by Dokumentov and Hyndman (2015). If stR , the stR package will be used. Multiple seasonal periods are allowed.
x13 : seasonaltrend decomposition procedure based on X13ARIMA/SEATS. If x13 , the seasonal package will be used.
x11 : seasonaltrend decomposition procedure based on X11. If x11 , the seasonal package will be used.

s.type 
A onecharacter string identifying method for the seasonal component framework. If NULL, "M" is default. The letter "A" for additive model, the letter "M" for multiplicative model.

s.frequency 
Value(s) of seasonal periodicity. If s.frequency is not integer, X must be msts time series object. c(s1,s2,s3,...) for multiple period. If X has multiple periodicity, "tbats" or "stR" seasonal model have to be selected.

seas_attr_set 
Assign from ATA.SeasAttr function. Attributes set for unit root and seasonality tests.
For example: period of the input data which have one seasonal pattern –> 12 for monthly / 4 for quarterly / 7 for daily / 5 for business days. periods of the input data which have complex/multiple seasonal patterns –> c(7,354.37,365.25).

Seasonal components of the univariate time series.
ATA.Decomposition
is a list containing at least the following elements:
AdjustedX 
Deseasonalized data

SeasIndex 
Particular weights of seasonality given cycle/frequency

SeasActual 
Seasonality given original data

SeasType 
Seasonal decomposition technique

Ali Sabri Taylan and Hanife Taylan Selamlar
stl
, decompose
,
tbats
, seasadj
, stlplus
, stR
, seasonal
.
alsabtay/ATAforecasting documentation built on Dec. 1, 2019, 5:26 a.m.