historyslopes {CHFF} | R Documentation |
Extracts the history space for a given time series
historyslopes(x,y,step,ave)
x |
x values for the time series |
y |
y values for the time series |
step |
The lags in past slopes used in the given history |
ave |
Then number of time step the slope are averaged over. We recomend 1 or step which is the lags in the slopes. |
Returns the history space in matrix form 16X(datalength-7*step), with the most recent history at the bottom.
Patrick Fleming
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).
data(tsdata) # Load time series data int R
CHFF(tsdata,10,3)