forecast: msts – R documentation

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msts

Multi-Seasonal Time Series

Description

msts is an S3 class for multi seasonal time series objects, intended to be used for models that support multiple seasonal periods. The msts class inherits from the ts class and has an additional "msts" attribute which contains the vector of seasonal periods. All methods that work on a ts class, should also work on a msts class.

Usage

msts(data, seasonal.periods, ts.frequency = floor(max(seasonal.periods)), ...)

Arguments

`data`	A numeric vector, ts object, matrix or data frame. It is intended that the time series data is univariate, otherwise treated the same as ts().
`seasonal.periods`	A vector of the seasonal periods of the msts.
`ts.frequency`	The seasonal period that should be used as frequency of the underlying ts object. The default value is `max(seasonal.periods)`.
`...`	Arguments to be passed to the underlying call to `ts()`. For example `start=c(1987,5)`.

Value

An object of class c("msts", "ts"). If there is only one seasonal period (i.e., length(seasonal.periods)==1), then the object is of class "ts".

Author(s)

Slava Razbash and Rob J Hyndman

Examples

x <- msts(taylor, seasonal.periods=c(2*24,2*24*7,2*24*365), start=2000+22/52)
y <- msts(USAccDeaths, seasonal.periods=12, start=1949)

forecast

Forecasting Functions for Time Series and Linear Models

v8.14

GPL-3

Authors

Rob Hyndman [aut, cre, cph] (<https://orcid.org/0000-0002-2140-5352>), George Athanasopoulos [aut], Christoph Bergmeir [aut] (<https://orcid.org/0000-0002-3665-9021>), Gabriel Caceres [aut], Leanne Chhay [aut], Mitchell O'Hara-Wild [aut] (<https://orcid.org/0000-0001-6729-7695>), Fotios Petropoulos [aut] (<https://orcid.org/0000-0003-3039-4955>), Slava Razbash [aut], Earo Wang [aut], Farah Yasmeen [aut] (<https://orcid.org/0000-0002-1479-5401>), R Core Team [ctb, cph], Ross Ihaka [ctb, cph], Daniel Reid [ctb], David Shaub [ctb], Yuan Tang [ctb] (<https://orcid.org/0000-0001-5243-233X>), Zhenyu Zhou [ctb]

Initial release