CoFESSNARXdata: CoFESSNARXdata

In demonejackson/CoFES_SNARX: Seasonal NARX via Keras

CoFESSNARXdata

Description

CoFESSNARXdata returns the lead/lag series necessary to run the CoFESSNARX

Usage

CoFESSNARXdata(yy, xx, ydelay, xdelay, delay = 1, s = NULL, date = T)

Arguments

yy	numeric vectors containing target data
xx	numeric vectors containing feature data
ydelay	integer representing the desired AR order for y
xdelay	integer representing the desired AR order for x
delay	integers representing n, the size of the prediction window into the future
s	integers representing the seasonality desired. Can be expressed as a list for P>1.
date	boolean value to indicate if you data includes dates

Details

This function transforms the target and exegenous series variables for the CoFESSNARX model. Variables series, and the number of desired lags for each group respectively and then returns the requested lag series arlong with the seasonally lagged verson of teh original series for each in a single data set.

Value

returns the target combined with the seasonallly lagged target variable,and the original and lagged exegenous variables in one database.

demonejackson/CoFES_SNARX documentation built on April 18, 2022, 4:40 p.m.