Moving average order. If w == NULL then moving average orders are optimised. If w is a single value then the same order is used for smoothing both the demand and the intervals. If two values are provided then the second is used to smooth the intervals.
nop
Specifies the number of model parameters. Used only if they are optimised. 1. 1 - Demand and interval moving average order are the same; 2. 2 - Different demand and interval orders.
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.
outplot
If TRUE a plot of the forecast is provided.
na.rm
A logical value indicating whether NA values should be remove using the method.
Value
model
Type of model fitted.
frc.in
In-sample demand rate.
frc.out
Out-of-sample demand rate.
order
Moving averages orders for demand and interval.
component
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.
Author(s)
Nikolaos Kourentzes
References
Optimisation cost functions described in:
N. Kourentzes, 2014, On intermittent demand model optimisation and selection, International Journal of Production Economics, 156: 180-190. http://dx.doi.org/10.1016/j.ijpe.2014.06.007.