To whomever it may concern,
I'm a young Industrial Engineer working on Senior Design at Georgia Tech
and have found the StructTS method to be excellent for the training set for my
forecasting project. There's only one problem: I don't actually understand what
a Structural Time Series IS. I've looked up resources on it, and get that
essentially you're dividing the Time Series in to additive components dependent
on time, but have no idea how your method works or why. I've also looked at the
documentation, which is great from a programmers standpoint and gives at least
a basic format but without any idea as to how optimization occurs. Would you be
able to even just supply some C code (which I could open in notebook,
hopefully) showing how the method works/optimizes/heuristically recommends and
why?
Sincerely,
Alexander Fretheim
______________________________________________
R-help@r-project.org mailing list
https://stat.ethz.ch/mailman/listinfo/r-help
PLEASE do read the posting guide http://www.R-project.org/posting-guide.html
and provide commented, minimal, self-contained, reproducible code.
