CRAN/E | tsutils

tsutils

Time Series Exploration, Modelling and Forecasting

Installation

About

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.

github.com/trnnick/tsutils/

Key Metrics

Version 0.9.4
Published 2023-11-15 162 days ago
Needs compilation? no
License GPL-3
CRAN checks tsutils results

Downloads

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Maintainer

Maintainer

Nikolaos Kourentzes

nikolaos@kourentzes.com

Authors

Nikolaos Kourentzes

aut / cre

Ivan Svetunkov

ctb

Oliver Schaer

ctb

Material

README
NEWS
Reference manual
Package source

In Views

TimeSeries

macOS

r-release

arm64

r-oldrel

arm64

r-release

x86_64

r-oldrel

x86_64

Windows

r-devel

x86_64

r-release

x86_64

r-oldrel

x86_64

Old Sources

tsutils archive

Imports

RColorBrewer
forecast
MAPA
plotrix

Suggests

thief

Reverse Imports

EEMDlstm
nnfor
OptiSembleForecasting
TSdeeplearning
TSLSTM
WaveletRF
WaveletSVR