ATA.Transform: Transformation Techniques for The ATAforecasting

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

Transformation Techniques for The ATAforecasting

Description

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

Usage

ATA.Transform(
  X,
  tMethod = c("Box_Cox", "Sqrt", "Reciprocal", "Log", "NegLog", "Modulus",
    "BickelDoksum", "Manly", "Dual", "YeoJohnson", "GPower", "GLog"),
  tLambda,
  tShift = 0,
  bcMethod = c("loglik", "guerrero"),
  bcLower = 0,
  bcUpper = 5
)

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. If the transformation process needs shift parameter, ATA.Transform will calculate required shift parameter automatically.
tLambda	Box-Cox power transformation family parameter. Default is NULL. When lambda is set as NULL, required "lambda" parameter will be calculated automatically based on "bcMethod, bcLower, and bcUpper".
tShift	Box-Cox power transformation family shifting parameter. Default is 0. When "transform.method" is selected, required shifting parameter will be calculated automatically according to dataset.
bcMethod	Choose method to be used in calculating lambda. "loglik" is default. Other method is "guerrero" (Guerrero, V.M. (1993)).
bcLower	Lower limit for possible lambda values. The lower value is limited by -5. Default value is 0.
bcUpper	Upper limit for possible lambda values. The upper value is limited by 5. Default value is 1.

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.