Plots the varying beta coefficients of decomposition
plotBeta
plots the varying beta coefficients of STR decomposition.
It plots coefficients only only for independent seasons (one less season than defined).
plotBeta(x, xTime = NULL, predictorN = 1, dim = c(1, 2, 3), type = "o", pch = 20, palette = function(n) rainbow(n, start = 0, end = 0.7))
x |
Result of STR decomposition. |
xTime |
Times for data to plot. |
predictorN |
Predictor number in the decomposition to plot the corresponding beta coefficiets. |
dim |
Dimensions to use to plot the beta coefficients.
When |
type |
Type of the graph for one dimensional plots. |
pch |
Symbol code to plot points in 1-dimensional charts. Default value is |
palette |
Color palette for 2 - and 3 - dimentional plots. |
Alexander Dokumentov
fit <- AutoSTR(log(grocery)) for(i in 1:2) plotBeta(fit, predictorN = i, dim = 2) ######################################## TrendSeasonalStructure <- list(segments = list(c(0,1)), sKnots = list(c(1,0))) DailySeasonalStructure <- list(segments = list(c(0,48)), sKnots = c(as.list(1:47), list(c(48,0)))) WeeklySeasonalStructure <- list(segments = list(c(0,336)), sKnots = c(as.list(seq(4,332,4)), list(c(336,0)))) WDSeasonalStructure <- list(segments = list(c(0,48), c(100,148)), sKnots = c(as.list(c(1:47,101:147)), list(c(0,48,100,148)))) TrendSeasons <- rep(1, nrow(electricity)) DailySeasons <- as.vector(electricity[,"DailySeasonality"]) WeeklySeasons <- as.vector(electricity[,"WeeklySeasonality"]) WDSeasons <- as.vector(electricity[,"WorkingDaySeasonality"]) Data <- as.vector(electricity[,"Consumption"]) Times <- as.vector(electricity[,"Time"]) TempM <- as.vector(electricity[,"Temperature"]) TempM2 <- TempM^2 TrendTimeKnots <- seq(from = head(Times, 1), to = tail(Times, 1), length.out = 116) SeasonTimeKnots <- seq(from = head(Times, 1), to = tail(Times, 1), length.out = 24) SeasonTimeKnots2 <- seq(from = head(Times, 1), to = tail(Times, 1), length.out = 12) TrendData <- rep(1, length(Times)) SeasonData <- rep(1, length(Times)) Trend <- list(name = "Trend", data = TrendData, times = Times, seasons = TrendSeasons, timeKnots = TrendTimeKnots, seasonalStructure = TrendSeasonalStructure, lambdas = c(1500,0,0)) WSeason <- list(name = "Weekly seas", data = SeasonData, times = Times, seasons = WeeklySeasons, timeKnots = SeasonTimeKnots2, seasonalStructure = WeeklySeasonalStructure, lambdas = c(0.8,0.6,100)) WDSeason <- list(name = "Dayly seas", data = SeasonData, times = Times, seasons = WDSeasons, timeKnots = SeasonTimeKnots, seasonalStructure = WDSeasonalStructure, lambdas = c(0.003,0,240)) TrendTempM <- list(name = "Trend temp Mel", data = TempM, times = Times, seasons = TrendSeasons, timeKnots = TrendTimeKnots, seasonalStructure = TrendSeasonalStructure, lambdas = c(1e7,0,0)) TrendTempM2 <- list(name = "Trend temp Mel^2", data = TempM2, times = Times, seasons = TrendSeasons, timeKnots = TrendTimeKnots, seasonalStructure = TrendSeasonalStructure, lambdas = c(0.01,0,0)) # Starting parameter is too far from the optimal value Predictors <- list(Trend, WSeason, WDSeason, TrendTempM, TrendTempM2) elec.fit <- STR(data = Data, predictors = Predictors, gapCV = 48*7) plot(elec.fit, xTime = as.Date("2000-01-11")+((Times-1)/48-10), forecastPanels = NULL) plotBeta(elec.fit, predictorN = 4) plotBeta(elec.fit, predictorN = 5) # Beta coefficients are too "wiggly"
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