pfa.Arima {aurelius}R Documentation

PFA Formatting of ARIMA Models

Description

This function takes an ARIMA model created using the arima(), Arima(), or auto.arima() functions and returns a list-of-lists representing in valid PFA document that could be used for scoring.

Usage

## S3 method for class 'Arima'
pfa(object, name = NULL, version = NULL, doc = NULL,
  metadata = NULL, randseed = NULL, options = NULL, cycle_reset = TRUE,
  ...)

Arguments

object

an object of class "Arima"

name

a character which is an optional name for the scoring engine

version

an integer which is sequential version number for the model

doc

a character which is documentation string for archival purposes

metadata

a list of strings that is computer-readable documentation for archival purposes

randseed

a integer which is a global seed used to generate all random numbers. Multiple scoring engines derived from the same PFA file have different seeds generated from the global one

options

a list with value types depending on option name Initialization or runtime options to customize implementation (e.g. optimization switches). May be overridden or ignored by PFA consumer

cycle_reset

a logical indicating whether to reset the state back to the last point of the trained model before forecasting or to continue cycling forward through trend and seasonality with every new call to the engine. The default is TRUE so that repeated calls yield the same forecast as repeated calls to predict or forecast.

...

additional arguments affecting the PFA produced

Value

a list of lists that compose valid PFA document

Source

pfa_config.R avro_typemap.R avro.R pfa_cellpool.R pfa_expr.R pfa_utils.R

See Also

Arima auto.arima arima extract_params.Arima

Examples

model <- forecast::Arima(USAccDeaths, order=c(2,2,2), seasonal=c(0,2,2))
model_as_pfa <- pfa(model)

# with regressors
n <- 100
ext_dat <- data.frame(x1=rnorm(n), x2=rnorm(n))
x <- stats::arima.sim(n=n, model=list(ar=0.4)) + 2 + 0.8*ext_dat[,1] + 1.5*ext_dat[,2]
model <- stats::arima(x, order=c(1,0,0), xreg = ext_dat)
model_as_pfa <- pfa(model)

[Package aurelius version 0.8.4 Index]