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config-i1 / smooth

The set of functions used for time series analysis and in forecasting.
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Implement vets model #174

Closed config-i1 closed 3 years ago

config-i1 commented 3 years ago

This is based on Chen et al. (2021) paper. Implement VETS-PIC model with flexible restrictions on parameters.

config-i1 commented 3 years ago

The related thing is to redo ves(), removing some of redundant parameters, such as:

  1. seasonal,
  2. weights,
  3. persistence="seasonal",
  4. intermittent,
  5. imodel,
  6. iprobability,
  7. cumulative.

Some of these parameters should be in vets. ves should be closer to the conventional model.

Another thing to do is to update the likelihood for both models in case of Etype="M".

config-i1 commented 3 years ago

ves() and vets() have been now moved to a separate package called "legion"