ATA.Core

The core algorithm of the ATA Method

The Ata method (Yapar et al. (2019) <doi:10.15672/hujms.461032>), an alternative to exponential smoothing (described in Yapar (2016) <doi:10.15672/HJMS.201614320580>,
Yapar et al. (2017) <doi:10.15672/HJMS.2017.493>), is a new univariate time series forecasting method which provides innovative solutions to issues faced during the
initialization and optimization stages of existing forecasting methods. Forecasting performance of the Ata method is superior to existing methods both in terms of easy
implementation and accurate forecasting. It can be applied to non-seasonal or seasonal time series which can be decomposed into four components (remainder, level, trend
and seasonal). This methodology performed well on the M3 and M4-competition data. This package was written based on Ali Sabri Taylan’s PhD dissertation.

Ali Sabri Taylan

ATAforecasting

Automatic Time Series Analysis and Forecasting using the Ata
Method

Hanife Taylan Selamlar

Guckan Yapar

ATA.Core function

<dl><dt>X</dt>
<dd>A numeric vector or time series.</dd>
<dt>pk</dt>
<dd>Value of Level parameter.</dd>
<dt>qk</dt>
<dd>Value of Trend parameter.</dd>
<dt>phik</dt>
<dd>Value of Damping Trend parameter.</dd>
<dt>mdlType</dt>
<dd>An one-character string identifying method using the framework terminology.</dd>
<dt>initialLevel</dt>
<dd>"none" is default,<ul>
<li>none : ATA Method calculates the pth observation in <code>X</code> for level.</li>
<li>mean : ATA Method calculates average of first p value in <code>X</code>for level.</li>
<li>median: ATA Method calculates median of first p value in <code>X</code>for level.</li>
</ul></dd>
<dt>initialTrend</dt>
<dd>"none" is default,<ul>
<li>none : ATA Method calculates the qth observation in <code>X</code> for trend.</li>
<li>mean : ATA Method calculates average of first q value in <code>X(T)-X(T-1)</code> for trend.</li>
<li>median: ATA Method calculates median of first q value in <code>X(T)-X(T-1)</code> for trend.</li>
</ul></dd></dl>

Arguments

The core algorithm of the ATA Method — ATA.Core

<dl>

<dt>X</dt>
<dd>A numeric vector or time series.</dd>


<dt>pk</dt>
<dd>Value of Level parameter.</dd>


<dt>qk</dt>
<dd>Value of Trend parameter.</dd>


<dt>phik</dt>
<dd>Value of Damping Trend parameter.</dd>


<dt>mdlType</dt>
<dd>An one-character string identifying method using the framework terminology.</dd>


<dt>initialLevel</dt>
<dd>"none" is default,<ul>
<li>none : ATA Method calculates the pth observation in <code>X</code> for level.</li>
<li>mean : ATA Method calculates average of first p value in <code>X</code>for level.</li>
<li>median: ATA Method calculates median of first p value in <code>X</code>for level.</li>
</ul></dd>


<dt>initialTrend</dt>
<dd>"none" is default,<ul>
<li>none : ATA Method calculates the qth observation in <code>X</code> for trend.</li>
<li>mean : ATA Method calculates average of first q value in <code>X(T)-X(T-1)</code> for trend.</li>
<li>median: ATA Method calculates median of first q value in <code>X(T)-X(T-1)</code> for trend.</li>
</ul></dd>

</dl>

ATA.Core: The core algorithm of the ATA Method

Description

Usage

Value

Arguments