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)
| 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 |
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)