Package: tsmethods 1.0.3

Alexios Galanos

tsmethods: Time Series Methods

Generic methods for use in a time series probabilistic framework, allowing for a common calling convention across packages. Additional methods for time series prediction ensembles and probabilistic plotting of predictions is included. A more detailed description is available at <https://www.nopredict.com/packages/tsmethods> which shows the currently implemented methods in the 'tsmodels' framework.

Authors:Alexios Galanos [aut, cre, cph]

tsmethods_1.0.3.tar.gz
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tsmethods_1.0.3.tgz(r-4.6-any)tsmethods_1.0.3.tgz(r-4.5-any)
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manual.pdf |manual.html✨
card.svg |card.png
tsmethods/json (API)
NEWS

# Install 'tsmethods' in R:
install.packages('tsmethods', repos = c('https://tsmodels.r-universe.dev', 'https://cloud.r-project.org'))

Bug tracker:https://github.com/tsmodels/tsmethods/issues

On CRAN:

Conda:

4.73 score 3 stars 6 packages 3 scripts 524 downloads 39 exports 4 dependencies

Last updated from:a4de8964a6. Checks:9 OK. Indexed: yes.

TargetResultTimeFilesSyslog
linux-devel-x86_64OK109
source / vignettesOK150
linux-release-x86_64OK104
macos-release-arm64OK86
macos-oldrel-arm64OK100
windows-develOK72
windows-releaseOK66
windows-oldrelOK69
wasm-releaseOK92

Exports:add_anomalyadd_aradd_armaadd_customadd_distributionadd_holidayadd_maadd_polynomialadd_regressoradd_seasonaladd_transformdistribution_listensemble_modelspecestimateestimate_adhalflifepittsaggregatetsbacktesttsbenchmarktscalibratetscokurttsconverttsconvolvetscortscoskewtscovtsdecomposetsdiagnosetsensembletsequationtsfiltertsgrowthtsmetricstsmomentstsprofiletsreporttsspecunconditional

Dependencies:data.tablelatticextszoo

Readme and manuals

Help Manual

Help pageTopics
Add an anomaly component to specificationadd_anomaly
Add an autoregressive (AR) component to specificationadd_ar
Add an autoregressive moving average (ARMA) component to specificationadd_arma
Add a custom component to specificationadd_custom
Add an error distribution component to specificationadd_distribution
Add a holiday component to specificationadd_holiday
Add a moving average (MA) component to specificationadd_ma
Add a polynomial component to specificationadd_polynomial
Add a regressor component to specificationadd_regressor
Add a seasonal component to specificationadd_seasonal
Add a data transformation to specificationadd_transform
Multiple Distributionsdistribution_list
Ensemble specificationensemble_modelspec
Model Estimationestimate
Estimation method using ADestimate_ad
Half Lifehalflife
Probability Integral Transform (PIT)pit
Plots of predictive distributionsplot.tsmodel.distribution plot.tsmodel.predict tsmodel.distribution tsmodel.predict
Time Series Aggregationtsaggregate
Time Series Model Backtestingtsbacktest
Time Series Model Benchmarkingtsbenchmark
Prediction Calibration methodtscalibrate
Co-Kurtosistscokurt
Conversion method from one object to anothertsconvert
Convert a distribution object to a long form data.tabletsconvert.tsmodel.distribution tsconvert.tsmodel.distribution_list
Convolution of Distributionstsconvolve
Correlation matrix.tscor
Co-Skewnesstscoskew
Covariance matrix.tscov
Time Series Model Decompositiontsdecompose
Extract diagnostic model informationtsdiagnose
Ensembles predictions using their posterior predictive or simulated distributiontsensemble tsensemble.ensemble.spec
Model Equation Extractortsequation
Online Time Series Filtertsfilter
Growth Calculationtsgrowth tsgrowth.tsmodel.predict
Time Series Performance Metrics Methodtsmetrics
Analytic Momentstsmoments
Profile a time series modeltsprofile
Report Methodtsreport
Extract specification object from estimation objecttsspec
Unconditional Valueunconditional