Tag Archives: code

Intermittent demand forecasting package for R

A new package for analysing and forecasting intermittent demand time series and slow moving items has been release for R. You can download the latest version from CRAN. The launch version contains the following functions: crost: Croston’s method and variants. crost.ma: Moving average with Croston’s method decomposition. idclass: Time series categorisation for intermittent demand. simID:… Read More »

Update for TStools

Amongst various minor improvements a few interesting new functions have been added to TStools package for R: Theta method ABC-XYZ analysis Theta method was found to be the most accurate in the M3 forecasting competition, but since then there has been limited use of the method. As it was later shown, the M3 competition Theta… Read More »

How to use R packages from GitHub

Update: The following R commands will install a package directly from GitHub to R: > if (!require(“devtools”)) install.packages(“devtools”) > devtools::install_github(“YYY/ZZZ”) where YYY is the GitHub username and ZZZ is the package name. For example to install TStools use: > devtools::install_github(“trnnick/TStools”) This makes the process described below unnecessary, however if you want the ‘full’ story read… Read More »

TStools for R

This is a collection of functions for time series analysis/modelling for R. Follow link to GitHub. If you need help installing this package in R have a look at this post. Alternatively just type in R the following commands: > if (!require(“devtools”)) install.packages(“devtools”) > devtools::install_github(“trnnick/TStools”) At the time of posting the following functions are included:… Read More »

ANOM and Nemenyi tests

Code for the ANOM and Nemenyi tests for MatLab. Download here. For a discussion of the two tests and the various ways to visualise the results look at this post. Here are some examples, using the M3 results: >> anom(X,0.05,labels); The models in red are significantly better than the average (solid line). For the Nemenyi… Read More »