ATA.BoxCoxAttr

The ATA.BoxCoxAttr function works with many different types of inputs.

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.BoxCoxAttr function

<dl><dt>bcMethod</dt>
<dd>Choose method to be used in calculating lambda. "guerrero" (Guerrero, V.M. (1993) is default. Other method is "loglik").</dd>
<dt>bcLower</dt>
<dd>Lower limit for possible lambda values. The lower value is limited by -5. Default value is 0.</dd>
<dt>bcUpper</dt>
<dd>Upper limit for possible lambda values. The upper value is limited by 5. Default value is 5.</dd>
<dt>bcBiasAdj</dt>
<dd>Use adjusted back-transformed mean for Box-Cox transformations.
If transformed data is used to produce forecasts and fitted values, a regular back transformation will result in median forecasts.
If bcBiasAdj is TRUE, an adjustment will be made to produce mean forecasts and fitted values.
If bcBiasAdj=TRUE. Can either be the forecast variance, or a list containing the interval <code>level</code>, the corresponding <code>upper</code> and <code>lower</code> intervals.</dd></dl>

Arguments

Ali Sabri Taylan and Hanife Taylan Selamlar

Author

The ATA.BoxCoxAttr function works with many different types of inputs. — ATA.BoxCoxAttr

<dl>

<dt>bcMethod</dt>
<dd>Choose method to be used in calculating lambda. "guerrero" (Guerrero, V.M. (1993) is default. Other method is "loglik").</dd>


<dt>bcLower</dt>
<dd>Lower limit for possible lambda values. The lower value is limited by -5. Default value is 0.</dd>


<dt>bcUpper</dt>
<dd>Upper limit for possible lambda values. The upper value is limited by 5. Default value is 5.</dd>


<dt>bcBiasAdj</dt>
<dd>Use adjusted back-transformed mean for Box-Cox transformations.
If transformed data is used to produce forecasts and fitted values, a regular back transformation will result in median forecasts.
If bcBiasAdj is TRUE, an adjustment will be made to produce mean forecasts and fitted values.
If bcBiasAdj=TRUE. Can either be the forecast variance, or a list containing the interval <code>level</code>, the corresponding <code>upper</code> and <code>lower</code> intervals.</dd>

</dl>

ATA.BoxCoxAttr: The ATA.BoxCoxAttr function works with many different types of inputs.

Description

Usage

Value

Arguments

Author

References

See Also