ATA.Transform: Transformation Techniques for The ATAforecasting

Description

The function provides the applicability of different types of transformation techniques for the data to which the Ata method will be applied. The ATA.Transform function works with many different types of inputs.

Usage

ATA.Transform(
  X,
  tMethod = c("Box_Cox", "Sqrt", "Reciprocal", "Log", "NegLog", "Modulus",
    "BickelDoksum", "Manly", "Dual", "YeoJohnson", "GPower", "GLog"),
  tLambda,
  tShift = 0,
  bcMethod = c("loglik", "guerrero"),
  bcLower = 0,
  bcUpper = 5
)

Value

A list object consists of transformation parameters and transformed data. ATA.Transform is a list containing at least the following elements:

trfmX : Transformed data
tLambda : Box-Cox power transformation family parameter
tShift : Box-Cox power transformation family shifting parameter

Arguments

X: a numeric vector or time series of class ts or msts for in-sample.
tMethod: Box-Cox power transformation family is consist of "Box_Cox", "Sqrt", "Reciprocal", "Log", "NegLog", "Modulus", "BickelDoksum", "Manly", "Dual", "YeoJohnson", "GPower", "GLog" in ATAforecasting package. If the transformation process needs shift parameter, ATA.Transform will calculate required shift parameter automatically.
tLambda: Box-Cox power transformation family parameter. Default is NULL. When lambda is set as NULL, required "lambda" parameter will be calculated automatically based on "bcMethod, bcLower, and bcUpper".
tShift: Box-Cox power transformation family shifting parameter. Default is 0. When "transform.method" is selected, required shifting parameter will be calculated automatically according to dataset.
bcMethod: Choose method to be used in calculating lambda. "loglik" is default. Other method is "guerrero" (Guerrero, V.M. (1993)).
bcLower: Lower limit for possible lambda values. The lower value is limited by -5. Default value is 0.
bcUpper: Upper limit for possible lambda values. The upper value is limited by 5. Default value is 1.

References

#'tukey1957ATAforecasting

#'boxcox1964ATAforecasting

#'manly1976ATAforecasting

#'johndraper1980ATAforecasting

#'bickeldoksum1982ATAforecasting

#'sakia1992ATAforecasting

#'guerrero1993ATAforecasting

#'yeojohn2000ATAforecasting

#'glog2002ATAforecasting

#'neglog2005ATAforecasting

#'yang2006ATAforecasting

#'gpower2013ATAforecasting