dtsf: DTSF

In leandromineti/DTScanF: Implementation a time series forecasting algorithm.

Description

Implementation a time series forecasting algorithm.

Usage

dtsf(ts, poli, best, window, forecast, reg = FALSE)

Arguments

ts	time series.
poli	an integer defining the degree of the model used.
best	an integer defining how many matches will be used in the forecasting.
window	an integer indicating the size of the window to match.
forecast	number of data points to be forecasted.
reg	logical indicating if series regularization should be performed. Default = FALSE.

Value

a list with three objects:

• sequence: a data.frame indicating the starting and stoping indexes and R2 for the calculated model.

• forecasts: a matrix of "best" rows and "forecast" columns.

• forecast: a vector containing the median of all forecasts.

Author(s)

[e-mail]

Examples

library(DTScanF)

data("curvelo", package = "DTScanF")

res <- dtsf(ts = curvelo$vento, poli = 1, best = 5, window = 24, forecast = 10)

leandromineti/DTScanF documentation built on May 17, 2019, 5:52 p.m.