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)