Package: InterNL 0.1.0

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>.

Authors: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]

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Dependencies:bitopscaToolsclicolorspacecurlfansifarverforecastfracdiffgenericsggplot2gluegplotsgtablegtoolsisobandjsonliteKernSmoothlabelinglatticelifecyclelmtestmagrittrMASSMatrixmgcvMLmetricsmunsellnlmennetpillarpkgconfigquadprogquantmodR6RColorBrewerRcppRcppArmadillorlangROCRscalestibbletimeDatetseriesTTRurcautf8vctrsviridisLitewithrxtszoo