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
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Vignettes of stR

Name
calls.fit.RDS
co2.fit.stR.RDS
co2.fit.tbats.RDS
elec.fit.2.forecasting.RDS
elec.fit.RDS
elec.fit.forecasting.RDS
gr.fit.2.stR.RDS
gr.fit.stR.RDS
logGrOutl.stR.RDS
logGrOutl.stR.robust.RDS
stRvignette.Rmd
taylor.fit.stR.RDS
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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

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