Package: tsutils 0.9.4

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.

Authors:Nikolaos Kourentzes [aut, cre], Ivan Svetunkov [ctb], Oliver Schaer [ctb]

tsutils_0.9.4.tar.gz
tsutils_0.9.4.zip(r-4.7)tsutils_0.9.4.zip(r-4.6)tsutils_0.9.4.zip(r-4.5)
tsutils_0.9.4.tgz(r-4.6-any)tsutils_0.9.4.tgz(r-4.5-any)
tsutils_0.9.4.tar.gz(r-4.7-any)tsutils_0.9.4.tar.gz(r-4.6-any)
tsutils_0.9.4.tgz(r-4.6-emscripten)
manual.pdf |manual.html✨
DESCRIPTION |NEWS
card.svg |card.png
tsutils/json (API)

# Install 'tsutils' in R:

install.packages('tsutils', repos = c('https://trnnick.r-universe.dev', 'https://cloud.r-project.org'))

Bug tracker:https://github.com/trnnick/tsutils/issues

Datasets:

referrals - NHS A&E Referrals

On CRAN:

7.41 score 13 stars 22 packages 293 scripts 1.0k downloads 2 mentions 23 exports 48 dependencies

Last updated from:a345df1770. Checks:9 OK. Indexed: yes.

Target	Result	Time
linux-devel-x86_64	OK	182
source / vignettes	OK	210
linux-release-x86_64	OK	171
macos-release-arm64	OK	84
macos-oldrel-arm64	OK	134
windows-devel	OK	103
windows-release	OK	106
windows-oldrel	OK	75
wasm-release	OK	175

Exports:abc abcxyz cmav coxstuart decomp forecast.theta geomean getOptK lagmatrix lambdaseq leadtrail mseastest nemenyi plotSthief residout seasdummy seasplot Sthief theta theta.thief trendtest wins xyz

Dependencies:askpass cli colorspace cpp11 curl farver forecast fracdiff generics ggplot2 glue greybox gtable httr isoband jsonlite labeling lattice lifecycle lmtest magrittr MAPA MASS mime nlme nloptr nnet openssl plotrix pracma R6 RColorBrewer Rcpp RcppArmadillo rlang S7 scales smooth statmod sys texreg timeDate urca vctrs viridisLite withr xtable zoo

Citation

Development and contributors

Readme and manuals

Help Manual

Help page	Topics
ABC analysis	abc plot.abc
ABC-XYZ visualisation	abcxyz
Centred moving average	cmav
Cox-Stuart test	coxstuart
Classical time series decomposition	decomp
Geometric mean	geomean
Optimal temporal aggregation level for AR(1), MA(1), ARMA(1,1)	getOptK
Create lead/lags of a variable	lagmatrix
Generate sequence of lambda for LASSO regression	lambdaseq
Remove leading/training zeros/NAs	leadtrail
Nonparametric multiple comparisons (Nemenyi test)	nemenyi
Plot temporal hierarchy	plotSthief
NHS A&E Referrals	referrals
Residuals control chart	residout
Create seasonal dummy variables.	seasdummy
Seasonal plots with simplistic trend/season tests	seasplot
Temporal hierarchy S matrix	Sthief
Theta method	forecast.theta plot.theta theta theta.thief
Test a time series for trend	trendtest
tsutils: Time Series Exploration, Modelling and Forecasting	tsutils
Winsorise	colWins rowWins wins
XYZ analysis	xyz