onlineforecast1.0.2 package

Multiplication of list with y, elementwise

Getting subelement from list.

Simple wrapper for graphics.off()

Make an forecast matrix with a periodic time signal.

Make an hour-of-day forecast matrix

Return the column names

Create ones for model input intercept

Auto-Regressive (AR) input

Convert to data.frame

Convert to data.list class

Convertion to POSIXlt

Compute base splines of a variable using the R function splines::bs,...

Generation of a name for a cache file for the value of a function.

Save a cache file (name generated with code_name()

Find complete cases in forecast matrices

Convertion to POSIXct

Make a data.list

Depth of a list

Determine if two data.lists are identical

Flattens list

Class for forecastmodels

Generation of Fourrier series.

Selects a period

Class for forecastmodel inputs

Lagging which returns a data.frame

Lagging which returns a data.frame

Lagging which returns a data.frame

Lagging which returns a data.frame

Lagging which returns a data.frame

Lagging which returns a data.frame

Lagging which returns a data.list

Lag by shifting

Helper which does lapply and then cbind

Helper which does lapply, cbind and then as.data.frame

Helper which does lapply and then rbind

Helper which does lapply, rbind and then as.data.frame

Fit an onlineforecast model with lm

Optimize parameters for onlineforecast model fitted with LM

Prediction with an lm forecast model.

Long format of prediction data.frame

First-order low-pass filtering

First-order low-pass filtering

Low pass filtering of a vector.

Make a forecast matrix (as data.frame) from observations.

onlineforecast: Forecast Modelling for Online Applications

Generation of pairs plot for a data.list.

Set parameters for plot_ts()

Wrapper for bspline with periodic=TRUE

Generate persistence forecasts

Time series plotting

Time series plotting

Time series plotting

Print forecast model

Simple function for capturing from the print function and send it in a...

Simple wrapper for paste0().

Resampling to equidistant time series

Resampling to equidistant time series

Calculate the residuals given a forecast matrix and the observations.

Fit an onlineforecast model with Recursive Least Squares (RLS).

Optimize parameters for onlineforecast model fitted with RLS

Prediction with an rls model.

Function for generating the parameters for RLS regression

Print summary of an onlineforecast model fitted with RLS

Updates the model fits

Calculating k-step recursive least squares estimates

Computes the RMSE score.

Calculate the score for each horizon.

Setting par() plotting parameters

Plotting stairs with time point at end of interval.

Get the state value kept in last call.

Set a state value to be kept for next the transformation function is c...

Forward and backward model selection

Take a subset of a data.list.

Summary with checks of the data.list for appropriate form.

Print summary of an onlineforecast model fitted with RLS