Sthief

Calculate the temporal hierarchy summing matrix S for a given time series of seasonal periodicity.

Includes: (i) tests and visualisations that can help the modeller explore time series components and perform decomposition; (ii) modelling shortcuts, such as functions to construct lagmatrices and seasonal dummy variables of various forms; (iii) an implementation of the Theta method; (iv) tools to facilitate the design of the forecasting process, such as ABC-XYZ analyses; and (v) "quality of life" functions, such as treating time series for trailing and leading values.

Nikolaos Kourentzes

tsutils

Time Series Exploration, Modelling and Forecasting

Ivan Svetunkov

Oliver Schaer

Sthief function

<dl><dt>y</dt>
<dd>input time series (a <code>ts</code> object) or an integer.</dd></dl>

Arguments

Nikolaos Kourentzes, <a href="/link/nikolaos%40kourentzes.com?package=tsutils&version=0.9.4" data-mini-rdoc="tsutils::nikolaos@kourentzes.com">nikolaos@kourentzes.com</a>.

Author

Temporal hierarchy S matrix — Sthief

<dl>

<dt>y</dt>
<dd>input time series (a <code>ts</code> object) or an integer.</dd>

</dl>

Nikolaos Kourentzes, <a href='mailto:nikolaos@kourentzes.com'>nikolaos@kourentzes.com</a>.

Sthief: Temporal hierarchy S matrix

Description

Usage

Value

Arguments

Author

References

Examples