Package: InterNL
Type: Package
Title: Time Series Intervention Model Using Non-Linear Function
Version: 0.1.0
Authors@R: c(person("Dr. Amrit Kumar", "Paul", role = "aut"),
            person("Dr. Md", "Yeasin", role = c("aut","cre"), email = "yeasin.iasri@gmail.com"),
            person("Dr. Ranjit Kumar", "Paul", role = "aut"),
            person("Mr. Subhankar", "Biswas", role = "aut"),
            person("Dr. HS", "Roy", role = "aut"),
            person("Dr. Prakash", "Kumar", role = "aut")
            )
Author: Dr. Amrit Kumar Paul [aut],
  Dr. Md Yeasin [aut, cre],
  Dr. Ranjit Kumar Paul [aut],
  Mr. Subhankar Biswas [aut],
  Dr. HS Roy [aut],
  Dr. Prakash Kumar [aut]
Maintainer: Dr. Md Yeasin <yeasin.iasri@gmail.com>
Description: 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>.
License: GPL-3
Encoding: UTF-8
Imports: stats, forecast, MLmetrics
RoxygenNote: 7.2.1
NeedsCompilation: no
Packaged: 2024-04-18 09:01:40 UTC; YEASIN
Repository: CRAN
Date/Publication: 2024-04-18 19:13:03 UTC
Built: R 4.6.0; ; 2026-04-26 13:35:41 UTC; unix
