The repr_exp
computes exponential smoothing seasonal coefficients.
repr_exp(x, freq, alpha = TRUE, gamma = TRUE)
the numeric vector (time series)
the frequency of the time series
the smoothing factor (default is TRUE - automatic determination of smoothing factor), or number between 0 to 1
the seasonal smoothing factor (default is TRUE - automatic determination of seasonal smoothing factor), or number between 0 to 1
the numeric vector of seasonal coefficients
This function extracts exponential smoothing seasonal coefficients and uses them as time series representation.
You can set smoothing factors (alpha, gamma
) manually, but recommended is automatic method (set to TRUE
).
The trend component is not included in computations.
Laurinec P, Lucka M (2016) Comparison of representations of time series for clustering smart meter data. In: Lecture Notes in Engineering and Computer Science: Proceedings of The World Congress on Engineering and Computer Science 2016, pp 458-463
Laurinec P, Loderer M, Vrablecova P, Lucka M, Rozinajova V, Ezzeddine AB (2016) Adaptive time series forecasting of energy consumption using optimized cluster analysis. In: Data Mining Workshops (ICDMW), 2016 IEEE 16th International Conference on, IEEE, pp 398-405
# NOT RUN {
repr_exp(rnorm(96), freq = 24)
# }
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