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stR (version 0.4)

STR Decomposition

Description

Methods for decomposing seasonal data: STR (a Seasonal-Trend decomposition procedure based on Regression) and Robust STR. In some ways, STR is similar to Ridge Regression and Robust STR can be related to LASSO. They allow for multiple seasonal components, multiple linear covariates with constant, flexible and seasonal influence. Seasonal patterns (for both seasonal components and seasonal covariates) can be fractional and flexible over time; moreover they can be either strictly periodic or have a more complex topology. The methods provide confidence intervals for the estimated components. The methods can be used for forecasting.

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Version

Install

install.packages('stR')

Monthly Downloads

612

Version

0.4

License

GPL (>= 2)

Maintainer

Alexander Dokumentov

Last Published

May 18th, 2018

Functions in stR (0.4)

predictors

Common argument
trace

Common argument
solver

Common argument
reltol

Common argument
seasadj.STR

Seasonal adjustment based on STR
reportDimensionsOnly

Common argument
strDesign

Common argument
robust

Common argument
components

Extract STR components
RSTRmodel

Robust STR decomposition
STRmodel

STR decomposition
AutoSTR

Automatic STR decomposition for time series data
control

Common argument
STR

Automatic STR decomposition
plotBeta

Plots the varying beta coefficients of decomposition
grocery

Grocery and supermarkets turnover
data

Common argument
confidence

Common argument
lambdas

Common argument
gapCV

Common argument
heuristicSTR

Automatic STR decomposition with heuristic search of the parameters
electricity

Electricity consumption dataset
nFold

Common argument
calls

Number of phone calls dataset
nMCIter

Common argument
plot.STR

Plots the results of decomposition
pattern

Common argument