| Type: | Package |
| Title: | Execution of Time Series Models |
| Version: | 0.1.8 |
| Author: | Avi Blinder <aviblinder@gmail.com> |
| Maintainer: | Avi Blinder <aviblinder@gmail.com> |
| Description: | Execution of various time series models and choosing the best one either by a specific error metric or by picking the best one by majority vote. The models are based on the "forecast" package, written by Prof. Rob Hyndman. |
| License: | GPL-2 |
| LazyData: | TRUE |
| Depends: | R (≥ 3.0.2) |
| Imports: | forecast |
| RoxygenNote: | 5.0.1 |
| NeedsCompilation: | no |
| Packaged: | 2016-10-05 17:38:10 UTC; Avi |
| Repository: | CRAN |
| Date/Publication: | 2016-10-06 01:38:48 |
Check Object class
Description
Internal function that verifies the class of the object (should be time series)
Usage
check_object(x)
Arguments
x |
A timeseries object |
Details
internal function for verifying that the object belongs to class "time series"
Value
stops if object not a ts class
Author(s)
Avi Blinder
"Time Series sample"
Description
This sample dataset is taken from a Kaggle's competition ("Rossman Store Sales")
Usage
data("ros1_ts")Format
The format is: Time-Series [1:365] from 1 to 365: 0.1 5530 4327 4486 4997 ...
Details
Only 2013 sales data from the first store are represented in the dataset
Source
"https://www.kaggle.com/c/rossmann-store-sales/data"
Examples
data(ros1_ts)
## maybe str(ros1_ts) ; plot(ros1_ts) ...
"Time Series sample 2"
Description
This sample dataset is taken from a Kaggle's competition ("Rossman Store Sales")
Usage
data("ros2_ts")Format
The format is: Time-Series [1:365] from 1 to 365: 0.1 5530 4327 4486 4997 ...
Details
Sales data from the second store are represented in the dataset
Source
"https://www.kaggle.com/c/rossmann-store-sales/data"
Examples
data(ros2_ts)
Run ts Models
Description
Function that executes several models and picks the best one.
Usage
run_models(ts1, accuracy_measure = NULL)
Arguments
ts1 |
A timeseries object |
accuracy_measure |
- Possilbe error meassures: ME, RMSE, MAE, MPE ,MAPE, MASE, ACF1 |
Value
the best time series model
Author(s)
Avi Blinder
Examples
data(ros1_ts)
run_models(ros1_ts)
run_models(ros1_ts,"RMSE")