pbsSimplex: Forecast via Simplex Projection

pbsSimplexR Documentation

Forecast via Simplex Projection

Description

Forecast via Simplex Projection

Usage

pbsSimplex(
  N,
  E = 1:10,
  p = 1L,
  first_difference = FALSE,
  centre_and_scale = FALSE,
  verbose = FALSE
)

Arguments

N

[data.frame()] or [numeric()] Response variable time series as first column or as a vector.

E

[integer()] Vector of embedding dimensions.

p

[integer()] Scalar forecast distance.

first_difference

[logical()] First-difference the time series

centre_and_scale

[logical()] Centre and scale the time series?

verbose

[logical()] Print progress?

Value

A list of class pbsSimplex

Author(s)

Luke A. Rogers

Examples

N <- data.frame(x = 1:30)
s1 <- pbsSimplex(N)

N <- data.frame(x = simple_ts)
s2 <- pbsSimplex(N)


luke-a-rogers/pbsedm documentation built on June 3, 2024, 5:20 a.m.