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flowfield (version 1.0)

forecast: forecast

Description

Performs the flow field forecast give a historical data skeleton from the penalized spline regression.

Usage

forecast(skeleton, steps)

Arguments

skeleton
data skeleton from penalized spline regression
steps
Number of steps to forecast. Forecasts occur in knot intervals of the penalized spline regression. Knots are evenly spaced within the range of data appoximately one knot for every 10 data points.

Value

Returns the forecast values.

References

Frey, MR and Caudle, KA "Flow field forecasting for univariate time series," Statistical Analysis and Data Mining, 2013.