generate_one_dataset: Generate an artificial dataset using STARMA on a regular grid

In mrfoliveira/Evaluation-procedures-for-forecasting-with-spatio-temporal-data: Evaluation procedures for forecasting with spatio-temporal data

Description

This function generates a regular grid and simulates a time series for each location according to a STARMA model specification.

Usage

generate_one_dataset(Nsites, Ntimes, coef_spec, gen_coef = TRUE,
  mtype = NULL, trash = 0, ndigits = 3, seed = NULL,
  grid.h = ceiling(sqrt(Nsites)), grid.w = ceiling(sqrt(Nsites)))

Arguments

Nsites	Number of locations in the grid
Ntimes	Number of points in each time series to generate
coef_spec	Coefficient specifications. Should be a named list with slots c_10, c_11, c_20, c_21 containing either a number which will be used directly for the coefficient of that order in the AR and/or the MA components of the model, or a vector specifying an interval whithin which a coefficient will be randomly generated.
gen_coef	A Boolean indicating whether coef_spec should be used to generate coefficients (TRUE: default) or whether coef_spec already contains a proper list of coefficients
mtype	Type of STARMA model (should only be provided if gen_coef is TRUE. One of STAR,STARMA,NL_STAR or STMA.
trash	A number of initial time series points to be discarded at each location.
ndigits	Number of digits to keep when rounding coefficients.
seed	Seed to feed to generate_stdata. Default is NULL.
grid.h	Height of the grid (in number of locations). Defaults to sqrt(Nsites)
grid.w	Width of the grid (in number of locations). Defaults to sqrt(Nsites)

Value

A list with three slots: data, a matrix of spatio-temporal data (columns correspond to locations, rows to time-stamps); coef, a vector of the coefficients actually used to generate the data; and grid, a list containing the positions of location and the neighbour matrices.

@seealso generate_stdata, generate_coef, generate_grid

mrfoliveira/Evaluation-procedures-for-forecasting-with-spatio-temporal-data documentation built on April 11, 2021, 10:50 a.m.