sarimaTD_FF: sarimaTD interface via ForecastFramework

In reichlab/sarima-utils: SARIMA Models with Transformations and Seasonal Differencing

Description

Allows the user to use functionality provided by ForecastFramework with sarimaTD models.

Usage

sarimaTD_model = sarimaTD_FF$new()

sarimaTD_model$fit(data,
    period = 52,
    transformation = "box-cox",
    seasonal_difference = TRUE)

sarimaTD_model$forecast(newdata,
    steps = 1,
    nsim = 1000)

sarimaTD_model$data()

sarimaTD_model$frequency()

sarimaTD_model$nsim(nsim)

sarimaTD_model$models()

Arguments

data A data set to fit sarimaTD models to, in a format compatible with ForecastFramework::IncidenceMatrix

frequency frequency of time series. Must be provided if y is not of class "ts". See the help for stats::ts for more.

transformation character specifying transformation type: "box-cox", "log", "forecast-box-cox", or "none". See details of sarimaTD::fit_sarima for more.

seasonal_difference boolean; take a seasonal difference before passing to auto.arima?

newdata new data from which to predict forward, in a format compatible with ForecastFramework::IncidenceMatrix

steps If TRUE, force the Python process to terminate using a system call.

nsim Number of simulations to generate during forecasting

Methods

$new() Initialize a sarimaTD model object.

$fit() Fit a set of models to the provided data, one model per location.

$forecast() Generate forecasts for each location.

$data() Get the data set used for the model fit.

$nsim() Get or set the number of simulations to generate during forecasting.

$frequency() Get the time series frequency of the data used for the model fit.

$transformation() Get the transformation performed before fitting the model.

$seasonal_difference() Get the indicator of whether or not first-order seasonal differencing is performed before fitting the model.

$models() Get a list of sarimaTD model fit objects, one for each location in the training data.

Examples

vignette(package="sarimaTD", topic="sarimaTD_FF")

reichlab/sarima-utils documentation built on March 21, 2020, 3:45 a.m.