CHFF {CHFF}

Closest History Flow Field Forecasting for Bivariate Time Series

Description

Matches the current history with the “closest” history for a given time series. A forecast will be based on what happened after the “closest” history was observed.

Usage

CHFF(data,num,step)

Arguments

data

Time series data

num

Number of forecasts produced

step

Step size (or lag) in past slopes used in the history structure

Value

Prints the (x,y) forecast values and provides a plot

Author(s)

Patrick Fleming

References

Caudle, KA, Fleming, PS, Frey, MR and Brubaker, N. "Next Generation of Flow Field Forecasting", Proceedings of the Joint Statistical Meetings of the American Statistical Association, Seattle, WA., 8 August-13 August (2015).

Frey, Michael R., and Kyle A. Caudle. "Flow field forecasting for univariate time series." Statistical Analysis and Data Mining (2013).

Examples

data(tsdata) # Load time series data int R
CHFF(tsdata,10,3)