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onlineforecast (version 0.9.3)

Forecast Modelling for Online Applications

Description

A framework for fitting adaptive forecasting models. Provides a way to use forecasts as input to models, e.g. weather forecasts for energy related forecasting. The models can be fitted recursively and can easily be setup for updating parameters when new data arrives. See the included vignettes, the website and the paper "Short-term heat load forecasting for single family houses" .

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Version

Install

install.packages('onlineforecast')

Monthly Downloads

398

Version

0.9.3

License

GPL-3

Maintainer

Peder Bacher

Last Published

September 15th, 2020

Functions in onlineforecast (0.9.3)

Convertion to POSIXlt

Convert to data.list class

Checking the object for appropriate form.

Observations and weather forecasts from a single-family building, weather station and Danish Meteorological Institute (DMI)

Save a cache file (name generated with code_name()

as.data.frame.data.list

Convert to data.frame

as.data.list.data.frame

Convertion of data.frame into data.list

Auto-Regressive (AR) input

Compute base splines of a variable using the R function splines::bs, use in the transform stage.

check.data.list

Checking the data.list for appropriate form.

Getting subelement from list.

Generation of Fourrier series.

Class for forecastmodels

Helper which does lapply and then rbind

Determine if two data.lists are identical

Make a data.list

Generation of a name for a cache file for the value of a function.

lapply_cbind_df

Helper which does lapply, cbind and then as.data.frame

Create ones for model input intercept

Functions for online forecasting

Wrapper for bspline with periodic=TRUE

lapply_rbind_df

Helper which does lapply, rbind and then as.data.frame

Generate persistence forecasts

Simple wrapper for graphics.off()

Computes the RMSE score.

Calculating k-step recursive least squares estimates

subset.data.list

Take a subset of a data.list.

Make an hour-of-day data.frame with k-step ahead columns.

print_to_message

Simple function for capturing from the print function and send it in a message().

Fit an onlineforecast model with lm

Return the column names

Calculate the score for each horizon.

Simple wrapper for paste0().

Convertion to POSIXct

Optimize parameters for onlineforecast model fitted with LM

Prediction with an lm forecast model.

Long format of prediction data.frame

First-order low-pass filtering

Multiplication of list with y, elementwise

Helper which does lapply and then cbind

Make a forecast matrix (as data.frame) from observations.

Low pass filtering of a vector.

Selects a period

Lag by shifting

Resampling to equidistant time series

Setting par() plotting parameters

residuals.data.frame

Calculate the residuals given a forecast matrix and the observations.

Plotting stairs with time point at end of interval.

Calculates scores for a forecast model fit.

Get the state value kept in last call.

Set a state value to be kept for next the transformation function is called.

Fit an onlineforecast model with Recursive Least Squares (RLS).

Optimize parameters for onlineforecast model fitted with RLS

Updates the model fits

Print summary of an onlineforecast model fitted with RLS

Class for forecastmodel inputs

Lagging which returns a data.frame

pairs.data.list

Generation of pairs plot for a data.list.

Set parameters for plot_ts()

print.forecastmodel

Print forecast model

Time series plotting

Prediction with an rls model.

Function for generating the parameters for RLS regression