stR v0.4
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STR Decomposition
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.
Functions in stR
| Name | Description | |
| 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 | |
| No Results! | ||
Vignettes of stR
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Details
| Type | Package |
| Date | 2018-05-18 |
| URL | https://bitbucket.org/alexanderdokumentov/strpackage |
| License | GPL (>= 2) |
| LazyData | true |
| RoxygenNote | 5.0.1 |
| VignetteBuilder | knitr |
| NeedsCompilation | no |
| Packaged | 2018-05-18 08:16:01 UTC; alex |
| Repository | CRAN |
| Date/Publication | 2018-05-18 12:28:18 UTC |
| imports | compiler , foreach , forecast , graphics , grDevices , Matrix , methods , quantreg , rgl , SparseM , stats |
| suggests | demography , doMC , doParallel , knitr , rmarkdown , seasonal , testthat |
| depends | R (>= 3.2.2) |
| Contributors | Rob Hyndman, Alexander Dokumentov |
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