Includes: (i) tests and visualisations that can help the modeller explore time series components and perform decomposition; (ii) modelling shortcuts, such as functions to construct lagmatrices and seasonal dummy variables of various forms; (iii) an implementation of the Theta method; (iv) tools to facilitate the design of the forecasting process, such as ABC-XYZ analyses; and (v) "quality of life" functions, such as treating time series for trailing and leading values.
Version: | 0.9.3 |
Imports: | RColorBrewer, forecast, MAPA, plotrix |
Suggests: | thief |
Published: | 2022-07-05 |
Author: | Nikolaos Kourentzes [aut, cre], Ivan Svetunkov [ctb], Oliver Schaer [ctb] |
Maintainer: | Nikolaos Kourentzes <nikolaos at kourentzes.com> |
License: | GPL-3 |
URL: | https://github.com/trnnick/tsutils/ |
NeedsCompilation: | no |
Materials: | README NEWS |
In views: | TimeSeries |
CRAN checks: | tsutils results |
Reference manual: | tsutils.pdf |
Package source: | tsutils_0.9.3.tar.gz |
Windows binaries: | r-devel: tsutils_0.9.3.zip, r-release: tsutils_0.9.3.zip, r-oldrel: tsutils_0.9.3.zip |
macOS binaries: | r-release (arm64): tsutils_0.9.3.tgz, r-oldrel (arm64): tsutils_0.9.3.tgz, r-release (x86_64): tsutils_0.9.3.tgz, r-oldrel (x86_64): tsutils_0.9.3.tgz |
Old sources: | tsutils archive |
Reverse imports: | nnfor, TSdeeplearning, TSLSTM, WaveletRF, WaveletSVR |
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