{ "_id": "6a1f2e07b401979e73426909", "Package": "tsaux", "Type": "Package", "Title": "Time Series Forecasting Auxiliary Functions", "Version": "1.0.0", "Authors@R": "c(person(\"Alexios\", \"Galanos\", role = c(\"aut\", \"cre\",\"cph\"), email = \"alexios@4dscape.com\", comment = c(ORCID = \"0009-0000-9308-0457\")))", "Maintainer": "Alexios Galanos ", "Description": "A suite of auxiliary functions that enhance time series\nestimation and forecasting, including a robust anomaly\ndetection routine based on Chen and Liu (1993)\n (imported and wrapped from the\n'tsoutliers' package), utilities for managing calendar and time\nconversions, performance metrics to assess both point forecasts\nand distributional predictions, advanced simulation by allowing\nthe generation of time series components—such as trend,\nseasonal, ARMA, irregular, and anomalies—in a modular fashion\nbased on the innovations form of the state space model and a\nnumber of transformation methods including Box-Cox, Logit,\n'Softplus-Logit' and Sigmoid.", "RdMacros": "Rdpack", "License": "GPL-2", "Encoding": "UTF-8", "BugReports": "https://github.com/tsmodels/tsaux/issues", "URL": "https://github.com/tsmodels/tsaux", "RoxygenNote": "7.3.2", "VignetteBuilder": "knitr", "Config/testthat/edition": "3", "Config/pak/sysreqs": "cmake make libicu-dev", "Repository": "https://tsmodels.r-universe.dev", "Date/Publication": "2025-04-14 13:50:41 UTC", "RemoteUrl": "https://github.com/tsmodels/tsaux", "RemoteRef": "HEAD", "RemoteSha": "68b22ad2e8251f311c4410a6e24dd1d9a6a86104", "NeedsCompilation": "no", "Packaged": { "Date": "2026-05-15 09:35:48 UTC", "User": "root" }, "Author": "Alexios Galanos [aut, cre, cph] (ORCID:\n)", "MD5sum": "4f9351d27f5f0233731e703618557afc", "_user": "tsmodels", "_type": "src", "_file": "tsaux_1.0.0.tar.gz", "_fileid": "9bd6221e178dbe0322d7d6af1ee0f6416652f0c35f3a6b1da33c4e1ce76c138a", "_filesize": 1122517, "_sha256": "9bd6221e178dbe0322d7d6af1ee0f6416652f0c35f3a6b1da33c4e1ce76c138a", "_created": "2026-05-15T09:35:48.000Z", "_published": "2026-06-02T19:24:55.942Z", "_distro": "noble", "_jobs": [ { "job": 79153852380, "time": 196, "config": "linux-devel-x86_64", "r": "4.7.0", "check": "OK", "artifact": "7014243669" }, { "job": 79153852721, "time": 170, "config": "linux-release-x86_64", "r": "4.6.0", "check": "OK", "artifact": "7014238187" }, { "job": 79153852488, "time": 145, "config": "macos-oldrel-arm64", "r": "4.5.3", "check": "OK", "artifact": "7014229623" }, { "job": 79153853090, "time": 102, "config": "macos-release-arm64", "r": "4.6.0", "check": "OK", "artifact": "7014217617" }, { "job": 79153852202, "time": 243, "config": "source", "r": "4.6.0", "check": "OK", "artifact": "7014186635" }, { "job": 79153851806, "time": 132, "config": "wasm-release", "r": "4.6.0", "check": "OK", "artifact": "7367679325" }, { "job": 79153852712, "time": 160, "config": "windows-devel", "r": "4.7.0", "check": "OK", "artifact": "7014233663" }, { "job": 79153853127, "time": 111, "config": "windows-oldrel", "r": "4.5.3", "check": "OK", "artifact": "7014220376" }, { "job": 79153852418, "time": 113, "config": "windows-release", "r": "4.6.0", "check": "OK", "artifact": "7014221019" } ], "_buildurl": "https://github.com/r-universe/tsmodels/actions/runs/25910743518", "_status": "success", "_host": "GitHub-Actions", "_upstream": "https://github.com/tsmodels/tsaux", "_commit": { "id": "68b22ad2e8251f311c4410a6e24dd1d9a6a86104", "author": "Alexios Galanos ", "committer": "Alexios Galanos ", "message": "small fixes for CRAN submission\n", "time": 1744638641 }, "_maintainer": { "name": "Alexios Galanos", "email": "alexios@4dscape.com", "login": "alexiosg", "uuid": 6970491 }, "_registered": true, "_dependencies": [ { "package": "R", "version": ">= 4.1.0", "role": "Depends" }, { "package": "tsmethods", "role": "Depends" }, { "package": "methods", "role": "Imports" }, { "package": "zoo", "role": "Imports" }, { "package": "xts", "role": "Imports" }, { "package": "lubridate", "role": "Imports" }, { "package": "car", "role": "Imports" }, { "package": "Rdpack", "role": "Imports" }, { "package": "scoringRules", "role": "Imports" }, { "package": "stlplus", "role": "Imports" }, { "package": "tsoutliers", "role": "Imports" }, { "package": "forecast", "role": "Imports" }, { "package": "data.table", "role": "Imports" }, { "package": "knitr", "role": "Suggests" }, { "package": "kableExtra", "role": "Suggests" }, { "package": "rmarkdown", "role": "Suggests" }, { "package": "testthat", "version": ">= 3.0.0", "role": "Suggests" } ], "_owner": "tsmodels", "_selfowned": true, "_usedby": 1, "_updates": [], "_tags": [], "_stars": 1, "_contributors": [ { "user": "alexiosg", "count": 41, "uuid": 6970491 }, { "user": "kthohr", "count": 6, "uuid": 7785502 }, { "user": "jmcgnesbit", "count": 1, "uuid": 17523956 } ], "_userbio": { "uuid": 70720319, "type": "organization", "name": "tsmodels framework", "description": "A framework for time series forecasting models" }, "_downloads": { "count": 582, "source": "https://cranlogs.r-pkg.org/downloads/total/last-month/tsaux" }, "_devurl": "https://github.com/tsmodels/tsaux", "_searchresults": 8, "_rbuild": "4.6.0", "_assets": [ "extra/citation.cff", "extra/citation.html", "extra/citation.json", "extra/citation.txt", "extra/contents.json", "extra/readme.html", "extra/readme.md", "extra/tsaux.html", "manual.pdf" ], "_homeurl": "https://github.com/tsmodels/tsaux", "_realowner": "tsmodels", "_cranurl": true, "_releases": [ { "version": "1.0.0", "date": "2025-03-31" }, { "version": "1.0.2", "date": "2026-04-04" } ], "_exports": [ "add_anomaly", "add_arma", "add_custom", "add_polynomial", "add_regressor", "add_seasonal", "add_transform", "additive_outlier", "auto_clean", "auto_regressors", "bias", "box_cox", "calendar_eom", "calendar_eoq", "calendar_eow", "calendar_eoy", "check_newxreg", "check_xreg", "crps", "fourier_series", "future_dates", "initialize_simulator", "level_shift", "logit", "mape", "mase", "mis", "mixture_modelspec", "msis", "mslre", "pinball", "process_time", "rmape", "sampling_frequency", "sampling_sequence", "seasonal_dummies", "seasonality_test", "sigmoid", "smape", "softlogit", "temporary_change", "time_splits", "tslinear", "tstransform", "wape", "wse", "wslre" ], "_help": [ { "page": "add_anomaly", "title": "Anomaly Component", "topics": [ "add_anomaly", "add_anomaly.issm.component" ] }, { "page": "add_arma", "title": "ARMA Component", "topics": [ "add_arma", "add_arma.issm.component" ] }, { "page": "add_custom", "title": "Custom Component", "topics": [ "add_custom", "add_custom.issm.component" ] }, { "page": "add_polynomial", "title": "Polynomial Trend Component", "topics": [ "add_polynomial", "add_polynomial.issm.component" ] }, { "page": "add_regressor", "title": "Regressor Component", "topics": [ "add_regressor", "add_regressor.issm.component" ] }, { "page": "add_seasonal", "title": "Seasonal Trend Component", "topics": [ "add_seasonal", "add_seasonal.issm.component" ] }, { "page": "add_transform", "title": "Transform", "topics": [ "add_transform", "add_transform.issm.component" ] }, { "page": "anomalies", "title": "Anomaly Creation", "topics": [ "additive_outlier", "level_shift", "temporary_change" ] }, { "page": "auto_clean", "title": "Automatic Cleaning of Outliers and Temporary Changes", "topics": [ "auto_clean" ] }, { "page": "auto_regressors", "title": "Automatic Detection of Outliers, Trends Breaks and Temporary Changes", "topics": [ "auto_regressors" ] }, { "page": "box_cox", "title": "Box-Cox transform specification", "topics": [ "box_cox" ] }, { "page": "calendar_eom", "title": "End of Month Date", "topics": [ "calendar_eom" ] }, { "page": "calendar_eoq", "title": "End of Quarter Date", "topics": [ "calendar_eoq" ] }, { "page": "calendar_eow", "title": "End of Week Date", "topics": [ "calendar_eow" ] }, { "page": "calendar_eoy", "title": "End of Year Date", "topics": [ "calendar_eoy" ] }, { "page": "check_xreg", "title": "Checks on regressor matrix.", "topics": [ "check_newxreg", "check_xreg" ] }, { "page": "fourier_series", "title": "Fourier terms for modeling seasonality", "topics": [ "fourier_series" ] }, { "page": "future_dates", "title": "Generate Regular Interval Future Dates", "topics": [ "future_dates" ] }, { "page": "initialize_simulator", "title": "Simulator Initializer", "topics": [ "initialize_simulator" ] }, { "page": "lines", "title": "Add Connected Line Segments to a Simulation Object", "topics": [ "lines", "lines.issm.component" ] }, { "page": "logit", "title": "The logit transformation", "topics": [ "logit" ] }, { "page": "metrics", "title": "Forecast Performance Metrics", "topics": [ "bias", "crps", "mape", "mase", "mis", "msis", "mslre", "pinball", "rmape", "smape", "wape", "wse", "wslre" ] }, { "page": "mixture_modelspec", "title": "Ensemble Setup", "topics": [ "mixture_modelspec" ] }, { "page": "plot", "title": "Plot Simulation Object", "topics": [ "plot", "plot.issm.component" ] }, { "page": "process_time", "title": "POSIXct Processing", "topics": [ "process_time" ] }, { "page": "sampling_frequency", "title": "Infers the sampling frequency of a time series", "topics": [ "sampling_frequency" ] }, { "page": "sampling_sequence", "title": "Sampling frequency sequence", "topics": [ "sampling_sequence" ] }, { "page": "seasonal_dummies", "title": "Seasonal Dummies", "topics": [ "seasonal_dummies" ] }, { "page": "seasonality_test", "title": "Simple Seasonality Test", "topics": [ "seasonality_test" ] }, { "page": "sigmoid", "title": "The sigmoid transformation", "topics": [ "sigmoid" ] }, { "page": "softlogit", "title": "The softplus logit transformation", "topics": [ "softlogit" ] }, { "page": "time_splits", "title": "Generate Train/Test Splits", "topics": [ "time_splits" ] }, { "page": "tsdecompose", "title": "State Decomposition", "topics": [ "tsdecompose", "tsdecompose.issm.component" ] }, { "page": "tsensemble", "title": "Ensembling of Simulations", "topics": [ "tsensemble", "tsensemble.tssim.mixture" ] }, { "page": "tslinear", "title": "Linear Time Series Filter", "topics": [ "tslinear" ] }, { "page": "tstransform", "title": "General transformation function", "topics": [ "tstransform" ] } ], "_pkglogo": "https://github.com/tsmodels/tsaux/raw/HEAD/man/figures/logo.png", "_readme": "https://github.com/tsmodels/tsaux/raw/HEAD/README.md", "_rundeps": [ "abind", "backports", "boot", "broom", "car", "carData", "cli", "colorspace", "cowplot", "cpp11", "data.table", "Deriv", "doBy", "dplyr", "evaluate", "farver", "forecast", "Formula", "fracdiff", "generics", "ggplot2", "glue", "gtable", "highr", "isoband", "knitr", "labeling", "lattice", "lifecycle", "lme4", "lmtest", "lubridate", "magrittr", "MASS", "Matrix", "MatrixModels", "mgcv", "microbenchmark", "minqa", "modelr", "nlme", "nloptr", "nnet", "numDeriv", "pbkrtest", "pillar", "pkgconfig", "purrr", "quantreg", "R6", "rbibutils", "RColorBrewer", "Rcpp", "RcppArmadillo", "RcppEigen", "Rdpack", "reformulas", "rlang", "S7", "scales", "scoringRules", "SparseM", "stlplus", "stringi", "stringr", "survival", "tibble", "tidyr", "tidyselect", "timechange", "timeDate", "tsmethods", "tsoutliers", "urca", "utf8", "vctrs", "viridisLite", "withr", "xfun", "xts", "yaImpute", "yaml", "zoo" ], "_vignettes": [ { "source": "Introduction.Rmd", "filename": "Introduction.html", "title": "Auxiliary Time Series Functions", "engine": "knitr::rmarkdown", "headings": [ "Introduction", "Anomaly Generation and Detection", "Data Transformations", "Metrics", "Simulation", "Calendar/Time Utilities", "Miscellaneous", "References" ], "created": "2025-03-06 22:08:02", "modified": "2025-04-14 13:50:41", "commits": 4 } ], "_score": 4.477121254719663, "_indexed": true, "_nocasepkg": "tsaux", "_universes": [ "tsmodels", "alexiosg" ], "_binaries": [ { "r": "4.7.0", "os": "linux", "version": "1.0.0", "date": "2026-05-15T09:38:43.000Z", "distro": "noble", "commit": "68b22ad2e8251f311c4410a6e24dd1d9a6a86104", "fileid": "9b13827919443c9017cac8da94271b61163e132aae0da80525285816d21a3d6c", "status": "success", "check": "OK", "buildurl": "https://github.com/r-universe/tsmodels/actions/runs/25910743518" }, { "r": "4.6.0", "os": "linux", "version": "1.0.0", "date": "2026-05-15T09:38:27.000Z", "distro": "noble", "commit": "68b22ad2e8251f311c4410a6e24dd1d9a6a86104", "fileid": "311f0d98f67c5038b3fa0a047b0846ef6af595941be49ecd062eb89097db0ebe", "status": "success", "check": "OK", "buildurl": "https://github.com/r-universe/tsmodels/actions/runs/25910743518" }, { "r": "4.5.3", "os": "mac", "version": "1.0.0", "date": "2026-05-15T09:37:53.000Z", "commit": "68b22ad2e8251f311c4410a6e24dd1d9a6a86104", "fileid": "de0785099e7d99270b54e4f1f4e7946838b22618dbbe9d1cc007dd8ff8b111c9", "status": "success", "check": "OK", "buildurl": "https://github.com/r-universe/tsmodels/actions/runs/25910743518" }, { "r": "4.6.0", "os": "mac", "version": "1.0.0", "date": "2026-05-15T09:37:28.000Z", "commit": "68b22ad2e8251f311c4410a6e24dd1d9a6a86104", "fileid": "3b80ea99653a73b3de6a96b1a5d14ff51cb893af17477b902908caedf79879db", "status": "success", "check": "OK", "buildurl": "https://github.com/r-universe/tsmodels/actions/runs/25910743518" }, { "r": "4.7.0", "os": "win", "version": "1.0.0", "date": "2026-05-15T09:38:10.000Z", "commit": "68b22ad2e8251f311c4410a6e24dd1d9a6a86104", "fileid": "0d2492355529d0d2cd790afa4ca4c822065aac592190c82e725fab3c8231445e", "status": "success", "check": "OK", "buildurl": "https://github.com/r-universe/tsmodels/actions/runs/25910743518" }, { "r": "4.5.3", "os": "win", "version": "1.0.0", "date": "2026-05-15T09:37:13.000Z", "commit": "68b22ad2e8251f311c4410a6e24dd1d9a6a86104", "fileid": "9d5a1d7c81968693985819c7ee196fd5905001cc1ee689c133c5c0a01a57645c", "status": "success", "check": "OK", "buildurl": "https://github.com/r-universe/tsmodels/actions/runs/25910743518" }, { "r": "4.6.0", "os": "win", "version": "1.0.0", "date": "2026-05-15T09:37:17.000Z", "commit": "68b22ad2e8251f311c4410a6e24dd1d9a6a86104", "fileid": "6098d3b14bb8bf07d0d6633b396bb37a515e352266c906b8ef660e1dab2dc50f", "status": "success", "check": "OK", "buildurl": "https://github.com/r-universe/tsmodels/actions/runs/25910743518" }, { "r": "4.6.0", "os": "wasm", "version": "1.0.0", "date": "2026-06-02T19:24:38.000Z", "commit": "68b22ad2e8251f311c4410a6e24dd1d9a6a86104", "fileid": "f369ab27894d1337e26559ae10b607152ab369b10420eba4bc8646f4766b361a", "status": "success", "buildurl": "https://github.com/r-universe/tsmodels/actions/runs/25910743518" } ] }