| InterNL {InterNL} | R Documentation |
Time Series Intervention Model Using Non-linear Function
Description
Time Series Intervention Model Using Non-linear Function
Usage
InterNL(Data, Time, TSModel, TSOrder = NULL, NLModel, InitialNLM)
Arguments
Data |
Time series data |
Time |
Point of intervention |
TSModel |
Time series model ("arima" or "ann") |
TSOrder |
If model is ANN, then order is lag of the model |
NLModel |
Non-linear models ("gompertz","logistic", "monomolecular", "richard", "hoerl") |
InitialNLM |
Initial value for parameters of non-linear model |
Value
Accuracy: Accuracy metric of the proposed model
PreFitted: Fitted values for the pre intervention series
PostFitted: Prediction for the post intervention series
NLM: Details of fitted non-linear model
References
Paul, R.K. and Yeasin, M., 2022. COVID-19 and prices of pulses in Major markets of India: Impact of nationwide lockdown. Plos one, 17(8), p.e0272999.
Yeasin, M., Paul, R.K., Das, S., Deka, D. and Karak, T., 2023. Change in the air due to the coronavirus outbreak in four major cities of India: What do the statistics say?. Journal of Hazardous Materials Advances, 10, p.100325.
Examples
library("InterNL")
data<- as.ts(rnorm(120,100,50))
Result <- InterNL(Data = data,Time = 90, TSModel = "arima",
TSOrder=NULL, NLModel=NULL, InitialNLM=NULL )