Usage
crost(data,h=10,w=NULL,init=c("mean","naive"),nop=c(2,1), type=c("croston","sba","sbj"),cost=c("mar","msr","mae","mse"), init.opt=c(TRUE,FALSE),outplot=c(FALSE,TRUE),opt.on=c(FALSE,TRUE), na.rm=c(FALSE,TRUE))
Arguments
data
Intermittent demand time series.
w
Smoothing parameters. If w == NULL then parameters are optimised. If w is a single parameter then the same is used for smoothing both the demand and the intervals. If two parameters are provided then the second is used to smooth the intervals.
init
Initial values for demand and intervals. This can be: 1. c(z,x) - Vector of two scalars, where first is initial demand and second is initial interval; 2. "naive" - Initial demand is first non-zero demand and initial interval is first interval; 3. "mean" - Same as "naive", but initial interval is the mean of all in sample intervals.
nop
Specifies the number of model parameters. Used only if they are optimised. 1. 1 - Demand and interval parameters are the same; 2. 2 - Different demand and interval parameters.
type
Croston's method variant: 1. "croston" Croston's method; 2. "sba" Syntetos-Boylan approximation; 3. "sbj" Shale-Boylan-Johnston.
cost
Cost function used for optimisation: 1. "mar" - Mean Absolute Rate; 2. "msr" - Mean Squared Rate; 3. "mae" - Mean Absolute Error; 4. "mse" - Mean Squared Error.
init.opt
If init.opt==TRUE then initial values are optimised.
outplot
If TRUE a plot of the forecast is provided.
opt.on
This is meant to use only by the optimisation function. When opt.on is TRUE then no checks on inputs are performed.
na.rm
A logical value indicating whether NA values should be remove using the method.