| Type: | Package |
| Title: | Seasonal Generalized Space Time Autoregressive (S-GSTAR) Model |
| Version: | 0.1.2 |
| Description: | A set of function that implements for seasonal multivariate time series analysis based on Seasonal Generalized Space Time Autoregressive with Seemingly Unrelated Regression (S-GSTAR-SUR) Model by Setiawan(2016)https://www.researchgate.net/publication/316517889_S-GSTAR-SUR_model_for_seasonal_spatio_temporal_data_forecasting. |
| License: | GPL-3 |
| Imports: | dplyr,ggplot2,stats,tidyr,utils |
| Encoding: | UTF-8 |
| LazyData: | true |
| RoxygenNote: | 7.1.0 |
| Suggests: | knitr,rmarkdown |
| Depends: | R (≥ 3.5.0) |
| URL: | https://github.com/yogasatria30/sgstar |
| BugReports: | https://github.com/yogasatria30/sgstar/issues |
| NeedsCompilation: | no |
| Packaged: | 2021-05-23 13:49:00 UTC; Lenovo |
| Author: | M. Yoga Satria Utama [aut, cre], Ernawati Pasaribu [aut] |
| Maintainer: | M. Yoga Satria Utama <221709801@stis.ac.id> |
| Repository: | CRAN |
| Date/Publication: | 2021-05-23 14:00:03 UTC |
Coordinate of region in South Sumatera
Description
A simple tibble dataset containing the coordinate region In South.
Usage
coords
Format
A tibble with 17 rows as Region/City and 2 column,which are:
- "Longitude"
longitude coordinate for each location
- "Latitude"
latitude coordinate for each location
Source
https://www.bps.go.id/
Timeseries Plot for Model
Description
Plotting line chart dataset and fit.values of the Seasonal GSTAR model.
Usage
plot_sgstar(formula)
Arguments
formula |
an object from the output from sgstar() function. |
Value
returns output a list that shown line chart for each location.
Examples
library(sgstar)
data("coords")
data("simulatedata")
#create weight matrix using distance inverse matrix
z<-dist(coords,method = "euclidean")
z <- as.matrix(z)
matriksd <- 1/z
matriksd[is.infinite(matriksd)] <- 0
matriksd_w <- matriksd / rowSums(as.data.frame(matriksd))
fit <- sgstar(data = simulatedata, w = matriksd_w, p = 2,ps = 1, s =4)
plot1 <- plot_sgstar(fit)
Predict for Seasonal GSTAR model.
Description
Predicting value based on Sgstar object
Usage
predict_sgstar(formula, n_time)
Arguments
formula |
an object from the output from sgstar() function. |
n_time |
number of steps ahead for which prediction is required. |
Value
returns output a dataframe that shown predict value based on model, with rows as time and column that shown for each location.
References
Setiawan, Suhartono, and Prastuti M.(2016).S GSTAR-SUR for Seasonal Spatio Temporal Data Forecasting. Malaysian Journal Of Mathematical Sciences.10.<Corpus ID :189955959>.
Examples
library(sgstar)
data("coords")
data("simulatedata")
#create weight matrix using distance inverse matrix
z<-dist(coords,method = "euclidean")
z <- as.matrix(z)
matriksd <- 1/z
matriksd[is.infinite(matriksd)] <- 0
matriksd_w <- matriksd / rowSums(as.data.frame(matriksd))
fit <- sgstar(data = simulatedata, w = matriksd_w, p = 2,ps = 1, s =4)
#predicting for 12 time ahead
predict.fit <-predict_sgstar(fit,12)
Fit Seasonal Generalized Space Time Autoregressive Model
Description
sgstar function return the parameter estimation of Seaonal Generalized Space Time Autoregressive Model by using Generalized Least Square (GLS)
Usage
sgstar(data, w, p, ps, s)
Arguments
data |
A dataframe that contain timeseries data with k column as space and n rows as time. |
w |
a spatial weight, matrix ncol(data) * ncol(data) with diagonal = 0. |
p |
an autoregressive order, value must be greater than 0. |
ps |
an autoregressive order for seasonal, value must be greater than 0. |
s |
an order of the seasonal period |
Value
sgstar returns output with detail are shown in the following list :
Coefficiens |
coefficiens parameter model for each location |
Fitted.Values |
a dataframe with fit value for each location based on model |
Residual |
a dataframe that contain residual,that is response minus fitted values based on model |
Performance |
a dataframe containing the following objects: |
MSE : Mean Squared Error (MSE) for all the data combined.
RMSE : Root Mean Squared Error (RMSE) for all the data combined.
AIC : a Version of Akaike's Information Criterion (AIC)
Rsquared : R^2, the ‘fraction of variance explained by the model’.
p |
an autoregressive order |
ps |
an autoregressive order for seasonal |
s |
an order of the seasonal period |
weight |
a spatial weight |
data |
a dataset that used in modeling |
References
Setiawan, Suhartono, and Prastuti M.(2016).S GSTAR-SUR for Seasonal Spatio Temporal Data Forecasting. Malaysian Journal Of Mathematical Sciences.10.<Corpus ID :189955959>.
Examples
library(sgstar)
data("coords")
data("simulatedata")
#create weight matrix using distance inverse matrix
z<-dist(coords,method = "euclidean")
z <- as.matrix(z)
matriksd <- 1/z
matriksd[is.infinite(matriksd)] <- 0
matriksd_w <- matriksd / rowSums(as.data.frame(matriksd))
fit <- sgstar(data = simulatedata, w = matriksd_w, p = 2,ps = 1, s =4)
fit
Sample Data for simulate analysis data
Description
A simple tibble that is generate from random normal
distribution for simulate seasonal generalized space-time autoregressive model.
Usage
simulatedata
Format
A tibble with 100 observation time and 17 column as location,which are:
- "PALEMBANG"
a value dataset for PALEMBANG
- "LUBUKLINGGAU"
a value dataset for LUBUKLINGGAU
- "OGAN KOMERING ULU SELATAN"
a value dataset for OGAN KOMERING ULU SELATAN
- "OGAN KOMERING ULU"
a value dataset for OGAN KOMERING ULU
- "OGAN KOMERING ILIR"
a value dataset for OGAN KOMERING ILIR
- "MUSI RAWAS"
a value dataset for MUSI RAWAS
- "OGAN ILIR"
a value dataset for OGAN ILIR
- "PAGAR ALAM"
a value dataset for PAGAR ALAM
- "BANYU ASIN"
a value dataset for BANYU ASIN
- "OGAN KOMERING ULU TIMUR"
a value dataset for OGAN KOMERING ULU TIMUR
- "EMPAT LAWANG"
a value dataset for EMPAT LAWANG
- "PRABUMULIH"
a value dataset for EMPAT LAWANG
- "LAHAT"
a value dataset for LAHAT
- "MUSI RAWAS UTARA"
a value dataset for MUSI RAWAS UTARA
- "PENUKAL ABAB LEMATANG ILIR"
a value dataset for PENUKAL ABAB LEMATANG ILIR
- "MUARA ENIM"
a value dataset for MUARA ENIM
- "MUSI BANYUASIN"
a value dataset for MUSI BANYUASIN