README.md

In tiagomendesdantas/tshacks: This packages brings to you time series hacks to enhance foreacast and other things

tshacks

This package creates Time Series Hacks to enhance time series problems, such as forecasting, scenario generation among others. List of methods:

• Bagged.Cluster.ETS
• TBA

First, I haven't uploaded a stable version to CRAN but you can download from GitHub using devtools, type:

library(devtools)
install_github("tiagomendesdantas/tshacks")

Examples:

Generate forecast using Bagged.Cluster.ETS

library(tshacks)
method <- baggedClusterETS(gas)
f_method <- forecast(method,h=12)
plot(f_method)

Details:

To access the bootstrap versions before the cluster phase:

bootstrap_before_selection <- method$bootstrapped_series_ori

To access the number o clusters selected:

n_clusters <- method$k

To access the bootstrap versions selected after the cluster phase

bootstrap_after_selection <- method$bootstrapped_series

To access the selected model for each selected bootstrapped version

selected_models <- method$models

To access the fitted series and the residuals

fitted_series <- method$fitted
residuals <- method$residuals

tiagomendesdantas/tshacks documentation built on Sept. 2, 2020, 1:08 a.m.