Croston's method and variants for intermittent demand series with fixed or optimised parameters.
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))Type of model fitted.
In-sample demand rate.
Out-of-sample demand rate.
Smoothing parameters for demand and interval.
Initialisation values for demand and interval smoothing.
List of c.in and c.out containing the non-zero demand and interval vectors for in- and out-of-sample respectively. Third element is the coefficient used to scale demand rate for sba and sbj.
Intermittent demand time series.
Forecast horizon.
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.
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.
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.
Croston's method variant: 1. "croston" Croston's method; 2. "sba" Syntetos-Boylan approximation; 3. "sbj" Shale-Boylan-Johnston.
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.
If init.opt==TRUE then initial values are optimised.
If TRUE a plot of the forecast is provided.
This is meant to use only by the optimisation function. When opt.on is TRUE then no checks on inputs are performed.
A logical value indicating whether NA values should be remove using the method.
Nikolaos Kourentzes
Optimisation of the methods described in: N. Kourentzes, 2014, On intermittent demand model optimisation and selection, International Journal of Production Economics, 156: 180-190. tools:::Rd_expr_doi("10.1016/j.ijpe.2014.06.007").
tsb, sexsm, crost.ma.