deseats 1.1.3
- Fixed a bug in the
predict method for
s_semiarma() output that was experienced on machines with
one machine core; it is now ensured that the number of cores used in the
bootstrap procedure uses at least one core and cannot drop to zero
(thanks to Henrik Bengtsson for pointing this out).
- Added two arguments
ncores and
progress_bar in the predict method for
s_semiarma() output to control the number of cores used in
the bootstrap and whether or not to show a progress bar during the
bootstrap procedure.
- Change in maintainer email address from
dominik.schulz@uni-paderborn.de to dominik.schulz.r@gmail.com; the
maintainer is, however, still the same person.
- Further updates to the general documentation of the package, so that
it is easier to find the package’s GitHub repository, to cite the
package, etc.
deseats 1.1.2
create.gain() and runDecomposition() are
now deprecated and replaced by create_gain() and
run_decomposition().
select_bwidth(), deseats() and
s_semiarma() now have an argument
inf_criterion that lets the user switch between
"bic" (the default) and "aic"; this selects
the information criterion (BIC or AIC) to use for the ARMA order
selection wherever relevant within those functions.
select_bwidth(), deseats() and
s_semiarma() now warn the user, when an extremely small
number of observations is being used, which makes the bandwidth
selection highly unreliable.
- some internal functions have been made more robust, so that they do
not throw an error under small numbers of observations; instead they
warn the user (see previous point) and fall back to certain minimum /
maximum settings that still work (but are unreliable).
- some defaults in
set_option() have been adjusted,
namely order_poly = 3 instead of
order_poly = 1 as well as
boundary_method = "shorten" instead of
boundary_method = "extend".
- a vignette was added to the package that introduces readers to the
basic applications of the package with an example.
- the
animate() method for output of
deseats() now also shows proper results for the case with
boundary_method = "shorten" in
set_options().
- the
predict() method for S-Semi-ARMA models now allows
for bias adjustment of point forecasts via
bias.adjust = TRUE, if expo = TRUE.
deseats 1.1.1
- fixed a bug in the forecasting of seasonal semiparametric ARMA
models, where for the special case of an ARMA for the rest including a
mean estimate the forecasting intervals under the normality assumption
where too large by exactly that mean estimate
- fixed an issue, probably due to some updates in
ggplot2, where in autoplotfor forecasting
objects the legend for multiple forecasting intervals was not displayed
correctly anymore
deseats 1.1.0
- the argument
correction_factor in the functions
deseats, s_semiarma and
select_bwidth is now set to FALSE by
default.
- further arguments were added to
deseats,
s_semiarma and select_bwidth to allow for a
fine-adjustments of the algorithm, when an ARMA model is assumed as the
error process.
- the functions
seasonplot and seasonplot_gg
were added to allow for the creation of seasonal plots.
- the faulty link in the manual to the
RcppArmadillo
package was removed.
- the example in the documentation of
ts_conversion was
adjusted to use file.path for the path to the temporary
data file.