my.shortterm {autoTS}R Documentation

Fit short term algorithm and make the prediction

Description

Fit short term algorithm and make the prediction

Usage

my.shortterm(prepedTS, n_pred, smooth_window = 2)

Arguments

prepedTS

A list created by the prepare.ts() function

n_pred

Int number of periods to forecast forward (eg n_pred = 12 will lead to one year of prediction for monthly time series). Note that this algorithm cannot predict further than one year

smooth_window

Int specifying the number of periods to consider for computing the evolution rate that will be applied for the forecast

Details

this algorithm uses data of the last year and makes the prediction taking into account the seasonality and the evolution of the previous periods' evolution

Value

A dataframe with 4 columns : date, average prediction, upper and lower 95

Examples

library(lubridate)
library(dplyr)
dates <- seq(as_date("2000-01-01"),as_date("2010-12-31"),"quarter")
values <- rnorm(length(dates))
my.ts <- prepare.ts(dates,values,"quarter",complete = 0)
my.shortterm(my.ts,n_pred=4)

[Package autoTS version 0.9.11 Index]