| Title: | Time Series Forecast System |
| Version: | 3.0.2 |
| Description: | A web application for displaying, analysing and forecasting univariate time series. Includes basic methods such as mean, naïve, seasonal naïve and drift, as well as more complex methods such as Holt-Winters Box,G and Jenkins, G (1976) <doi:10.1111/jtsa.12194> and ARIMA Brockwell, P.J. and R.A.Davis (1991) <doi:10.1007/978-1-4419-0320-4>. |
| License: | GPL-2 | GPL-3 [expanded from: GPL (≥ 2)] |
| Imports: | DT, zoo, golem, config, forecast, htmltools, lubridate, stringr, rlang, shinyjs, shinyAce, echarts4r, htmlwidgets, colourpicker, shinydashboard, shiny (≥ 1.7.1), shinycustomloader, shinydashboardPlus (≥ 2.0.0) |
| Depends: | R (≥ 4.0) |
| Encoding: | UTF-8 |
| URL: | https://promidat.website, https://github.com/PROMiDAT/forecasteR |
| BugReports: | https://github.com/PROMiDAT/forecasteR/issues |
| RoxygenNote: | 7.3.2 |
| Language: | en-US |
| NeedsCompilation: | no |
| Packaged: | 2024-11-25 22:18:08 UTC; r583594 |
| Author: | Oldemar Rodriguez [aut, cre], Diego Jiménez [aut] |
| Maintainer: | Oldemar Rodriguez <oldemar.rodriguez@ucr.ac.cr> |
| Repository: | CRAN |
| Date/Publication: | 2024-11-26 08:30:02 UTC |
Time Series Forecast System
Description
A web application for displaying, analysing and forecasting univariate time series. Includes basic methods such as mean, naïve, seasonal naïve and drift, as well as more complex methods such as Holt-Winters Box,G and Jenkins, G (1976) <doi:10.1111/jtsa.12194> and ARIMA Brockwell, P.J. and R.A.Davis (1991) <doi:10.1007/978-1-4419-0320-4>.
Details
| Package: | forecasteR |
| Type: | Package |
| Version: | 3.0.2 |
| Date: | 2024-11-25 |
| License: | GPL (>=2) |
Author(s)
Maintainer: Oldemar Rodriguez Rojas <oldemar.rodriguez@ucr.ac.cr>
Oldemar Rodriguez Rojas <oldemar.rodriguez@ucr.ac.cr>
Diego Jiménez Alvarado
See Also
Useful links:
Report bugs at https://github.com/PROMiDAT/forecasteR/issues
Mean Square Error
Description
Mean Square Error
Usage
MSE(Pred, Real)
Arguments
Pred |
a ts object (prediction). |
Real |
a ts object (real). |
Value
numeric
Author(s)
Diego Jimenez <diego.jimenez@promidat.com>
Examples
model <- arima(window(AirPassengers, end = c(1959, 12)))
pred <- predict(model, 12)
MSE(pred$pred, window(AirPassengers, start = 1960))
Relative Error
Description
Relative Error
Usage
RE(Pred, Real)
Arguments
Pred |
a ts object (prediction). |
Real |
a ts object (real). |
Value
numeric
Author(s)
Diego Jimenez <diego.jimenez@promidat.com>
Examples
model <- arima(window(AirPassengers, end = c(1959, 12)))
pred <- predict(model, 12)
RE(pred$pred, window(AirPassengers, start = 1960))
Root Mean Square Error
Description
Root Mean Square Error
Usage
RMSE(Pred, Real)
Arguments
Pred |
a ts object (prediction). |
Real |
a ts object (real). |
Value
numeric
Author(s)
Diego Jimenez <diego.jimenez@promidat.com>
Examples
model <- arima(window(AirPassengers, end = c(1959, 12)))
pred <- predict(model, 12)
RMSE(pred$pred, window(AirPassengers, start = 1960))
RSS
Description
RSS
Usage
RSS(Pred, Real)
Arguments
Pred |
a ts object (prediction). |
Real |
a ts object (real). |
Value
numeric
Author(s)
Diego Jimenez <diego.jimenez@promidat.com>
Examples
model <- arima(window(AirPassengers, end = c(1959, 12)))
pred <- predict(model, 12)
RSS(pred$pred, window(AirPassengers, start = 1960))
Best parameters HoltWinters model
Description
Best parameters HoltWinters model
Usage
calibrar.HW(train, test, paso = 0.1)
Arguments
train |
a ts object (train of a time series). |
test |
a ts object (test of a time series). |
paso |
indicates by value to test alpha, beta and gamma. |
Value
HoltWinters model
Author(s)
Diego Jimenez <diego.jimenez@promidat.com>
Examples
calibrar.HW(window(AirPassengers, end = c(1959, 12)), window(AirPassengers, start = 1960), 0.5)
Best parameters arima model
Description
Best parameters arima model
Usage
calibrar.arima(train, test, period, ar = 0:2, es = 0:1)
Arguments
train |
a ts object (train of a time series). |
test |
a ts object (test of a time series). |
period |
value indicate the period to use. |
ar |
vector of values to test p, d, q of arima model. |
es |
vector of values to test P, D, Q of arima model. |
Value
arima model
Author(s)
Diego Jimenez <diego.jimenez@promidat.com>
Examples
calibrar.arima(AirPassengers[1:132], AirPassengers[133:144], 12, 0:1)
Periodogram Data.frame
Description
Periodogram Data.frame
Usage
df_periods(x)
Arguments
x |
a ts object. |
Value
data.frame
Author(s)
Diego Jimenez <diego.jimenez@promidat.com>
Examples
df_periods(AirPassengers)
Data.frame with normal test
Description
Data.frame with normal test
Usage
dfnormal(data)
Arguments
data |
a data.frame object only with the numeric columns. |
Value
data.frame
Author(s)
Diego Jimenez <diego.jimenez@promidat.com>
Examples
dfnormal(iris[, -5])
Best parameters arima model
Description
Best parameters arima model
Usage
e_acf(x)
Arguments
x |
a ts object. |
Value
echarts4r plot
Author(s)
Diego Jimenez <diego.jimenez@promidat.com>
Examples
e_acf(AirPassengers)
Decompose plot
Description
Decompose plot
Usage
e_decompose(serie, f = NULL, noms = NULL)
Arguments
serie |
a ts object. |
f |
vector of dates for the time series. |
noms |
vector of names for y axis. |
Value
echarts4r plot
Author(s)
Diego Jimenez <diego.jimenez@promidat.com>
Examples
e_decompose(AirPassengers)
Normal plot
Description
Normal plot
Usage
e_histnormal(
data,
colorbar = "steelblue",
colorline = "gray",
nombres = c("Histograma", "Curva Normal")
)
Arguments
data |
a numeric column of a data.frame. |
colorbar |
a color for the bars. |
colorline |
a color for the line. |
nombres |
a character vector of length 2 specifying the titles to use on legend. |
Value
echarts4r plot
Author(s)
Diego Jimenez <diego.jimenez@promidat.com>
Examples
e_histnormal(iris$Sepal.Length)
Best parameters arima model
Description
Best parameters arima model
Usage
e_pacf(x)
Arguments
x |
a ts object. |
Value
echarts4r plot
Author(s)
Diego Jimenez <diego.jimenez@promidat.com>
Examples
e_pacf(AirPassengers)
Periodogram Plot
Description
Periodogram Plot
Usage
e_periods(x, p = NULL, noms = NULL)
Arguments
x |
a ts object. |
p |
which important period to plot. |
noms |
vector of lenght 3 to indicate the text to use. |
Value
echarts4r plot
Author(s)
Diego Jimenez <diego.jimenez@promidat.com>
Examples
e_periods(AirPassengers)
Qplot + Qline
Description
Qplot + Qline
Usage
e_qq(data, colorpoint = "steelblue", colorline = "gray")
Arguments
data |
a numeric column of a data.frame. |
colorpoint |
a color for the points. |
colorline |
a color for the line. |
Value
echarts4r plot
Author(s)
Diego Jimenez <diego.jimenez@promidat.com>
Examples
e_qq(iris$Sepal.Length)
Tendencia y Estacionalidad
Description
Tendencia y Estacionalidad
Usage
e_tc(x, d = NULL, noms = c("Time Series", "Trend", "Cyclicality"))
Arguments
x |
a ts object. |
d |
a vector of dates to use on axis x (Optional). |
noms |
a vector of 3 to indicate the names to use on legend. |
Value
data.frame
Author(s)
Diego Jimenez <diego.jimenez@promidat.com>
Examples
e_tc(AirPassengers)
Get ts start of a time series
Description
Get ts start of a time series
Usage
get_start(ini, tipo_f, patron)
Arguments
ini |
a Date object. |
tipo_f |
type of the time series ('year', 'month', ..., 'seconds'). |
patron |
frequency of time series. |
Value
numeric vector of lenght 2
Author(s)
Diego Jimenez <diego.jimenez@promidat.com>
Examples
get_start(as.Date("2021-06-30"), 'days', 365)
Error plot for all predictions
Description
Error plot for all predictions
Usage
grafico.errores(errores)
Arguments
errores |
a data.frame with errors of a time series. |
Value
data.frame
Author(s)
Diego Jimenez <diego.jimenez@promidat.com>
Examples
model <- arima(window(AirPassengers, end = c(1959, 12)))
pred <- predict(model, 12)
e <- tabla.errores(list(pred$pred), window(AirPassengers, start = 1960))
grafico.errores(e)
Run the Shiny Application
Description
Run the Shiny Application
Usage
run_app(...)
Arguments
... |
A series of options to be used inside the app. |
Apply rolling to a numeric vector.
Description
Apply rolling to a numeric vector.
Usage
smoothing(v, n)
Arguments
v |
a numeric vector. |
n |
integer value specifying the window width. |
Value
numeric vector
Author(s)
Diego Jimenez <diego.jimenez@promidat.com>
Examples
smoothing(AirPassengers, 5)
Error table for all predictions
Description
Error table for all predictions
Usage
tabla.errores(Preds, Real, nombres = NULL)
Arguments
Preds |
a list of ts objects (prediction). |
Real |
a ts object (real). |
nombres |
names for the data.frame (optional). |
Value
data.frame
Author(s)
Diego Jimenez <diego.jimenez@promidat.com>
Examples
model <- arima(window(AirPassengers, end = c(1959, 12)))
pred <- predict(model, 12)
tabla.errores(list(pred$pred), window(AirPassengers, start = 1960))
Convert character to dates
Description
Convert character to dates
Usage
text_toDate(f)
Arguments
f |
a vector of character. |
Value
list
Author(s)
Diego Jimenez <diego.jimenez@promidat.com>
Examples
text_toDate(c("2023 january 27", "2023 january 28"))
Filter category variables of a data.frame
Description
Filter category variables of a data.frame
Usage
var.categoricas(data)
Arguments
data |
a data.frame object. |
Value
data.frame
Author(s)
Diego Jimenez <diego.jimenez@promidat.com>
Examples
var.categoricas(iris)
Filter numeric variables of a data.frame
Description
Filter numeric variables of a data.frame
Usage
var.numericas(data)
Arguments
data |
a data.frame object. |
Value
data.frame
Author(s)
Diego Jimenez <diego.jimenez@promidat.com>
Examples
var.numericas(iris)