| repr_exp {TSrepr} | R Documentation |
Exponential smoothing seasonal coefficients as representation
Description
The repr_exp computes exponential smoothing seasonal coefficients.
Usage
repr_exp(x, freq, alpha = TRUE, gamma = TRUE)
Arguments
x |
the numeric vector (time series) |
freq |
the frequency of the time series |
alpha |
the smoothing factor (default is TRUE - automatic determination of smoothing factor), or number between 0 to 1 |
gamma |
the seasonal smoothing factor (default is TRUE - automatic determination of seasonal smoothing factor), or number between 0 to 1 |
Details
This function extracts exponential smoothing seasonal coefficients and uses them as time series representation.
You can set smoothing factors (alpha, gamma) manually, but recommended is automatic method (set to TRUE).
The trend component is not included in computations.
Value
the numeric vector of seasonal coefficients
Author(s)
Peter Laurinec, <tsreprpackage@gmail.com>
References
Laurinec P, Lucka M (2016) Comparison of representations of time series for clustering smart meter data. In: Lecture Notes in Engineering and Computer Science: Proceedings of The World Congress on Engineering and Computer Science 2016, pp 458-463
Laurinec P, Loderer M, Vrablecova P, Lucka M, Rozinajova V, Ezzeddine AB (2016) Adaptive time series forecasting of energy consumption using optimized cluster analysis. In: Data Mining Workshops (ICDMW), 2016 IEEE 16th International Conference on, IEEE, pp 398-405
See Also
repr_lm, repr_gam, repr_seas_profile,
HoltWinters
Examples
repr_exp(rnorm(96), freq = 24)