tsutils: Time Series Exploration, Modelling and Forecasting

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

Documentation:

Reference manual: tsutils.pdf

Downloads:

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 dependencies:

Reverse imports: nnfor, TSLSTM, WaveletRF, WaveletSVR

Linking:

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