bforecast(Rssa)
bforecast()所属R语言包:Rssa
Perform bootstrap SSA forecasting of the series
执行引导SSA系列的预测
译者:生物统计家园网 机器人LoveR
描述----------Description----------
Perform bootstrap SSA forecasting of the series.
进行引导SSA系列的预测。
用法----------Usage----------
## S3 method for class 'ssa'
bforecast(x, group, len = 1, R = 100, level = 0.95, type = c("recurrent", "vector"), ..., cache = TRUE)
参数----------Arguments----------
参数:x
SSA object holding the decomposition
SSA对象分解
参数:group
the grouping of eigentriples to be used in the forecast
在预测中使用的分组eigentriples
参数:len
the desired length of the forecasted series
预测系列的所需长度
参数:R
number of bootstrap replications
引导复制数
参数:level
confidence level for bounds
置信水平为界限
参数:type
the type of forecast method to be used during bootstrapping
预测方法的类型的期间要使用的自举
参数:...
additional arguments passed to reconstruct routines
额外的参数传递给reconstruct例程
参数:cache
logical, if 'TRUE' then intermediate results will be cached in the SSA object.
逻辑,如果TRUE,然后中间结果将缓存的SSA对象。
Details
详细信息----------Details----------
The routine uses the reconstruction residuals in order to calculate their empirical distribution (the residuals are assumed to be stationary). Empirical distribution of the residuals is used to perform bootstrap series simulation. Such bootsrapped series are then extended via selected forecast method. Finally, the distribution of forecasted values is used to calculate bootstrap estimate of series forecast and confidence bounds.
日常使用的重建残差,以计算他们的经验分布(残余物会被认为是静止的)。残差实证分布被用来执行自举系列模拟。通过选定的预测方法,这种bootsrapped系列被扩展。最后,分布的预测值被用来计算引导序列预测和置信区间的估计。
值----------Value----------
Matrix with 3 columns and 'len' rows. First column contains the forecasted values, second and third columns - low and upper bootstrap confidence bounds for forecasted values.
矩阵具有3列和“LEN”行的。第一栏包含的预测值,第二列和第三列 - 低和上举预测值的置信区间。
参见----------See Also----------
svd, new.ssa, reconstruct, rforecast
svd,new.ssa,reconstruct,rforecast
实例----------Examples----------
# Decompose 'co2' series with default parameters[分解的CO2系列使用默认参数]
s <- new.ssa(co2)
# Produce 5 forecasted values and confidence bounds of the series using[生产预测值和置信区间的系列使用]
# the first 3 eigentriples as a base space for the forecast.[作为碱的空间预测的前三eigentriples。]
bforecast(s, group = 1:3, len = 5)
转载请注明:出自 生物统计家园网(http://www.biostatistic.net)。
注:
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