xyz {tsutils} | R Documentation |
Perform XYZ analysis on a set of time series.
xyz(x, m = NULL, prc = c(0.2, 0.3, 0.5), type = c("naive", "ets", "cv"))
x |
this can either be an array, where each column is a series, or a vector of values. If |
m |
seasonal length for time series. Required when type is |
prc |
a vector of percentages indicating how many items are included in each class. By default this is |
type |
the type of forecastability calculation. This can be:
|
Return object of class abc
and contains:
value
: a vector containing the forecastability value of each series.
class
: a vector containing the class membership of each series.
rank
: a vector containing the rank of each series, with 1 being the lowest forecastability series.
conc
: the forecastability concentration of each class, as percentage of total value.
model
: fitted model for each series.
Nikolaos Kourentzes, nikolaos@kourentzes.com.
Ord K., Fildes R., Kourentzes N. (2017) Principles of Business Forecasting, 2e. Wessex Press Publishing Co., p.515-518.
x <- abs(matrix(cumsum(rnorm(5400,0,1)),36,150))
z <- xyz(x,m=12)
print(z)
plot(z)