Tag Archives: R

Experimenting with Shiny for R

Shiny is a web application framework for R. The idea is simple: deploy R code in webpages. This might prove useful when user interaction is required, for instance to design and deploy forecasting experiments that need human participants. I gave it a try to see how easy is it to build a demo. Assuming your… Read More »

MAPA and intermittent demand forecasting

Recently I posted about a paper I co-authored with Fotios Petropoulos, now in JORS: Forecast Combinations for Intermittent Demand. There we found that for intermittent demand data using multiple levels of temporal aggregation, forecasting them with the appropriate models and finally combining the forecasts performed best. This approach has many analogies with the MAPA algorithm… Read More »

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 »