[R] Fwd: The StructTS method

[Roy Mendelssohn]

On Mar 23, 2012, at 11:43 AM, Fretheim, Alexander H wrote:

> 
> 
> 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


http://www.jstatsoft.org/v41

-Roy



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