CHFF:
Closest History Flow Field Forecasting for Bivariate Time Series
Description
Matches the current history with the ``closest'' history for a given time series. A forecast will be based on what happened after the ``closest'' history was observed.
Usage
CHFF(data,num,step)
Arguments
data
Time series data
num
Number of forecasts produced
step
Step size (or lag) in past slopes used in the history structure
Value
Prints the (x,y) forecast values and provides a plot
References
Caudle, KA, Fleming, PS, Frey, MR and Brubaker, N. "Next Generation of Flow Field Forecasting", Proceedings of the Joint Statistical Meetings of the American Statistical Association, Seattle, WA., 8 August-13 August (2015).
Frey, Michael R., and Kyle A. Caudle. "Flow field forecasting for univariate time series." Statistical Analysis and Data Mining (2013).