rforecast(Rssa)
rforecast()所属R语言包:Rssa
Perform recurrent SSA forecasting of the series
进行经常性的SSA系列的预测
译者:生物统计家园网 机器人LoveR
描述----------Description----------
Perform recurrent SSA forecasting of the series.
进行经常性的SSA系列的预测。
用法----------Usage----------
## S3 method for class 'ssa'
rforecast(x, groups, len = 1, base = c("reconstructed", "original"), only.new = TRUE, ..., cache = TRUE)
参数----------Arguments----------
参数:x
SSA object holding the decomposition
SSA对象分解
参数:groups
list, the grouping of eigentriples to be used in the forecast
列表中,在预测中使用的分组eigentriples
参数:len
integer, the desired length of the forecasted series
整数,预测系列的所需长度
参数:base
series used as a 'seed' of forecast: original or reconstructed according to the value of groups argument
系列中使用的“种子”的预测:原或重建groups参数的值
参数:only.new
logical, if 'TRUE' then only forecasted values are returned, whole series otherwise
逻辑,如果TRUE,那么只有预测值返回,整个系列以其他方式
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 routines applies the recurrent SSA forecasting algorithm to produce the new series which are expected to 'continue' the current series on the basis of the decomposition given. The algorithm sequentialy projects the incomplete embedding vectors (either original or from reconstructed series) onto the subspace spanned by the selected eigentriples of the decomposition to derive the missed (ending) values of the such vectors.
该例程适用于经常的SSA预测算法产生的新系列,预计继续系列的基础上,给出的分解。的的算法sequentialy突出的不完全嵌入到子空间上的向量(无论是原始的或从重建序列)派生错过(结束)的值的这样的向量的分解由所选eigentriples跨越。
In such a way the forecasted elements of the series are produced on one-by-one basis.
以这样的方式,在一个接一个的基础上预测的元素产生的系列。
值----------Value----------
List of vectors of forecasted series. Elements of the list are named 'F1', 'F2', and so on.
名单的预测系列矢量。列表元素的被命名为“F1”,“F2”,依此类推。
注意----------Note----------
In fact the current implementation of the algorithm instead of using the direct projections of the series calculates the so-called Linear Recurrence Relations which governs the series and uses it for the forecast.
事实上,目前执行的算法,而不是使用直接的系列预测计算所谓的线性递推关系管理系列,并用它来预测。
参见----------See Also----------
svd, new.ssa, reconstruct
svd,new.ssa,reconstruct
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 of the series using the first 3[预测值的系列第3]
# eigentriples as a base space for the forecast.[eigentriples作为碱的空间预测。]
rforecast(s, groups = list(1:3), len = 5)
转载请注明:出自 生物统计家园网(http://www.biostatistic.net)。
注:
注1:为了方便大家学习,本文档为生物统计家园网机器人LoveR翻译而成,仅供个人R语言学习参考使用,生物统计家园保留版权。
注2:由于是机器人自动翻译,难免有不准确之处,使用时仔细对照中、英文内容进行反复理解,可以帮助R语言的学习。
注3:如遇到不准确之处,请在本贴的后面进行回帖,我们会逐渐进行修订。
|