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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: 0.9.4
Imports: RColorBrewer, forecast, MAPA, plotrix
Suggests: thief
Published: 2023-11-15
DOI: 10.32614/CRAN.package.tsutils
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_0.9.4.tar.gz
Windows binaries: r-devel: tsutils_0.9.4.zip, r-release: tsutils_0.9.4.zip, r-oldrel: tsutils_0.9.4.zip
macOS binaries: r-release (arm64): tsutils_0.9.4.tgz, r-oldrel (arm64): tsutils_0.9.4.tgz, r-release (x86_64): tsutils_0.9.4.tgz, r-oldrel (x86_64): tsutils_0.9.4.tgz
Old sources: tsutils archive

Reverse dependencies:

Reverse imports: decompDL, EEMDlstm, ICompELM, nnfor, TSdeeplearning, TSLSTM, TSLSTMplus, WaveletRF, WaveletSVR

Linking:

Please use the canonical form https://CRAN.R-project.org/package=tsutils to link to this page.

These binaries (installable software) and packages are in development.
They may not be fully stable and should be used with caution. We make no claims about them.