Introduction

This document describes the use of the functions implemented in TimeSeries.OBeu package in OpenCPU environment, after installing OpenCPU and TimeSeries.OBeu package on your OpenCPU server address(/ocpu/test).

How to use functions

  • Go to: yourserver/ocpu/test

  • Type to the endpoint:

 ../library/ {name of the library} /R/ {function}
  • If you want to see the function parameters you should:

    • Select Method: Get
  • To run a function you should:

    • Select Method: Post
  • Then you can click on Ajax Request.

OpenCPU and TimeSeries.OBeu

ts.analysis

In this example we will use ts.analysis function that returns in a single call a json string or a list with the following components:

ts.analysis components
Component Output Description

acf.parameters

  • acf
  • acf.lag
  • confidence.interval.up
  • confidence.interval.low
  • ACF values of the input time series
  • Lags at which the acf is estimated
  • Upper limit of the confidence interval
  • Lower limit of the confidence interval

pacf.parameters

  • pacf
  • pacf.lag
  • confidence.interval.up
  • confidence.interval.low
  • PACF values of the input time series
  • Lags at which the pacf is estimated
  • Upper limit of the confidence interval
  • Lower limit of the confidence interval

acf.residuals.parameters

  • acf.res
  • acf.res.lag
  • confidence.interval.up
  • confidence.interval.low
  • ACF values of the model residuals
  • Lags at which the acf is estimated of the model residuals
  • Upper limit of the confidence interval
  • Lower limit of the confidence interval

pacf.residuals.parameters

  • pacf.res
  • pacf.res.lag
  • confidence.interval.up
  • confidence.interval.low
  • Pacf values of the model residuals
  • Lags at which the pacf is estimated of the model residuals
  • Upper limit of confidence interval
  • Lower limit of confidence interval

stl.plot

  • trend
  • trend.ci.up
  • trend.ci.low
  • seasonal
  • remainder
  • time
  • Trend component
  • Up limit for trend component
  • Low limit for trend component
  • Seasonal component
  • Remainder component
  • Time of the series was sampled

stl.general

  • stl.degree
  • degfr
  • degfr.fitted
  • fitted
  • Degree of fit
  • Effective degrees of freedom
  • Fitted degrees of freedom
  • Model’s fitted values

residuals

  • residuals
  • Residuals of the model

compare

  • arima.order
  • arima.coef
  • arima.coef.se
  • covariance.coef
  • resid.variance
  • not.used.obs
  • used.obs
  • loglik
  • aic
  • bic
  • gcv
  • aicc
  • Arima order
  • AR, MA and regression coefficients
  • Standard error of the coefficients
  • Variance of the coefficients
  • Residuals variance
  • Number of not used observations
  • Used observations
  • Maximized log-likelihood,
  • AIC value
  • BIC value
  • Generalized cross-validation statistic
  • Second-order AIC

forecasts

  • ts.model
  • data_year
  • data
  • predict_time
  • predict_values
  • up80
  • low80
  • up95
  • low95
  • A string indicating the arima orders
  • Time of time series data
  • Time series values
  • Time of the predicted values
  • Predicted values
  • Upper 80% confidence limit
  • Lower 80% confidence limit
  • Upper 95% confidence limit
  • Lower 95% confidence limit

Select library and function

  1. Go to: yourserver/ocpu/test

  2. Copy and paste the following function to the endpoint

../library/TimeSeries.OBeu/R/ts.analysis
# library/ {name of the library} /R/ {function}
  1. Select Method: Post

Adding parameters parameters

Click add parameters every time you want to add a new parameters and values.

  1. Define the input data:

    • Param Name: tsdata
    • Param Value: e.g. Athens_executed_ts
  2. Define the prediction steps parameter:

    • Param Name: prediction.steps
    • Param Value: 2

You add likewise x.order parameter to fit a specific arima order, see TimeSeries.OBeu reference manual for further details.

  1. Ready! Click on Ajax request!

Results

  1. copy the /ocpu/tmp/{this_id_number}/R/.val (second on the right panel)

  2. finally, paste yourserver/ocpu/tmp/{this_id_number}/R/.val on a new tab.