InterNL
Time Series Intervention Model Using Non-Linear Function
Intervention analysis is used to investigate structural changes in data resulting from external events. Traditional time series intervention models, viz. Autoregressive Integrated Moving Average model with exogeneous variables (ARIMA-X) and Artificial Neural Networks with exogeneous variables (ANN-X), rely on linear intervention functions such as step or ramp functions, or their combinations. In this package, the Gompertz, Logistic, Monomolecular, Richard and Hoerl function have been used as non-linear intervention function. The equation of the above models are represented as: Gompertz: A * exp(-B * exp(-k * t)); Logistic: K / (1 + ((K - N0) / N0) * exp(-r * t)); Monomolecular: A * exp(-k * t); Richard: A + (K - A) / (1 + exp(-B * (C - t)))^(1/beta) and Hoerl: a*(b^t)*(t^c).This package introduced algorithm for time series intervention analysis employing ARIMA and ANN models with a non-linear intervention function. This package has been developed using algorithm of Yeasin et al. doi:10.1016/j.hazadv.2023.100325 and Paul and Yeasin doi:10.1371/journal.pone.0272999.
- Version0.1.0
- R versionunknown
- LicenseGPL-3
- Needs compilation?No
- Yeasin et al.
- Paul and Yeasin
- Last release04/18/2024
Team
Dr. Md Yeasin
Dr. Ranjit Kumar Paul
Show author detailsRolesAuthorDr. Amrit Kumar Paul
Show author detailsRolesAuthorMr. Subhankar Biswas
Show author detailsRolesAuthorDr. HS Roy
Show author detailsRolesAuthorDr. Prakash Kumar
Show author detailsRolesAuthor
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Last 30 days
This package has been downloaded 196 times in the last 30 days. More than a random curiosity, but not quite a blockbuster. Still, it's gaining traction! The following heatmap shows the distribution of downloads per day. Yesterday, it was downloaded 4 times.
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Last 365 days
This package has been downloaded 1,982 times in the last 365 days. Consider this 'mid-tier influencer' status—if it were a TikTok, it would get a nod from nieces and nephews. The day with the most downloads was Apr 20, 2024 with 41 downloads.
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- Imports2 packages