# NOT RUN {
fit <- AutoSTR(log(grocery))
for(i in 1:2) plotBeta(fit, predictorN = i, dim = 2)
########################################
TrendSeasonalStructure <- list(segments = list(c(0,1)),
sKnots = list(c(1,0)))
DailySeasonalStructure <- list(segments = list(c(0,48)),
sKnots = c(as.list(1:47), list(c(48,0))))
WeeklySeasonalStructure <- list(segments = list(c(0,336)),
sKnots = c(as.list(seq(4,332,4)), list(c(336,0))))
WDSeasonalStructure <- list(segments = list(c(0,48), c(100,148)),
sKnots = c(as.list(c(1:47,101:147)), list(c(0,48,100,148))))
TrendSeasons <- rep(1, nrow(electricity))
DailySeasons <- as.vector(electricity[,"DailySeasonality"])
WeeklySeasons <- as.vector(electricity[,"WeeklySeasonality"])
WDSeasons <- as.vector(electricity[,"WorkingDaySeasonality"])
Data <- as.vector(electricity[,"Consumption"])
Times <- as.vector(electricity[,"Time"])
TempM <- as.vector(electricity[,"Temperature"])
TempM2 <- TempM^2
TrendTimeKnots <- seq(from = head(Times, 1), to = tail(Times, 1), length.out = 116)
SeasonTimeKnots <- seq(from = head(Times, 1), to = tail(Times, 1), length.out = 24)
SeasonTimeKnots2 <- seq(from = head(Times, 1), to = tail(Times, 1), length.out = 12)
TrendData <- rep(1, length(Times))
SeasonData <- rep(1, length(Times))
Trend <- list(name = "Trend",
data = TrendData,
times = Times,
seasons = TrendSeasons,
timeKnots = TrendTimeKnots,
seasonalStructure = TrendSeasonalStructure,
lambdas = c(1500,0,0))
WSeason <- list(name = "Weekly seas",
data = SeasonData,
times = Times,
seasons = WeeklySeasons,
timeKnots = SeasonTimeKnots2,
seasonalStructure = WeeklySeasonalStructure,
lambdas = c(0.8,0.6,100))
WDSeason <- list(name = "Dayly seas",
data = SeasonData,
times = Times,
seasons = WDSeasons,
timeKnots = SeasonTimeKnots,
seasonalStructure = WDSeasonalStructure,
lambdas = c(0.003,0,240))
TrendTempM <- list(name = "Trend temp Mel",
data = TempM,
times = Times,
seasons = TrendSeasons,
timeKnots = TrendTimeKnots,
seasonalStructure = TrendSeasonalStructure,
lambdas = c(1e7,0,0))
TrendTempM2 <- list(name = "Trend temp Mel^2",
data = TempM2,
times = Times,
seasons = TrendSeasons,
timeKnots = TrendTimeKnots,
seasonalStructure = TrendSeasonalStructure,
lambdas = c(0.01,0,0)) # Starting parameter is too far from the optimal value
Predictors <- list(Trend, WSeason, WDSeason, TrendTempM, TrendTempM2)
elec.fit <- STR(data = Data,
predictors = Predictors,
gapCV = 48*7)
plot(elec.fit,
xTime = as.Date("2000-01-11")+((Times-1)/48-10),
forecastPanels = NULL)
plotBeta(elec.fit, predictorN = 4)
plotBeta(elec.fit, predictorN = 5) # Beta coefficients are too "wiggly"
# }
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