simplex_ts uses simplex to fit a simplex projection model and make forecasts.

smap_ts uses s_map to fit an S-map model and make forecasts.

simplex_one_step uses simplex to fit a simplex projection model and make a single one-step forecast.

smap_one_step uses s_map to fit an S-map model and make a single one-step forecast.

simplex_ts(timeseries, num_ahead = 5, level = 95, E_list = 1:7,
  silent = TRUE)

smap_ts(timeseries, num_ahead = 5, level = 95, E_list = 1:7,
  theta_list = c(0, 1e-04, 3e-04, 0.001, 0.003, 0.01, 0.03, 0.1, 0.3,
  0.5, 0.75, 1, 1.5, 2, 3, 4, 6, 8), silent = TRUE)

simplex_one_step(timeseries, level = 95, E_list = 1:7, silent = TRUE)

smap_one_step(timeseries, level = 95, E_list = 1:7, theta_list = c(0,
  1e-04, 3e-04, 0.001, 0.003, 0.01, 0.03, 0.1, 0.3, 0.5, 0.75, 1, 1.5, 2,
  3, 4, 6, 8), silent = TRUE)

Arguments

timeseries

the time series to forecast

num_ahead

the number of points at the end of the time series to forecast

level

Confidence level for prediction intervals.

E_list

the values of E to try

silent

prevents warning messages from being printed to the R console

theta_list

values of theta to test

Value

a data.frame of the mean forecasts, the observed values, and the lower and upper CI levels (if an error occurs, then just NA values)