Time Series Forecasting Auxiliary Functions


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Documentation for package ‘tsaux’ version 1.0.0

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additive_outlier Anomaly Creation
add_anomaly Anomaly Component
add_anomaly.issm.component Anomaly Component
add_arma ARMA Component
add_arma.issm.component ARMA Component
add_custom Custom Component
add_custom.issm.component Custom Component
add_polynomial Polynomial Trend Component
add_polynomial.issm.component Polynomial Trend Component
add_regressor Regressor Component
add_regressor.issm.component Regressor Component
add_seasonal Seasonal Trend Component
add_seasonal.issm.component Seasonal Trend Component
add_transform Transform
add_transform.issm.component Transform
auto_clean Automatic Cleaning of Outliers and Temporary Changes
auto_regressors Automatic Detection of Outliers, Trends Breaks and Temporary Changes
bias Forecast Performance Metrics
box_cox Box-Cox transform specification
calendar_eom End of Month Date
calendar_eoq End of Quarter Date
calendar_eow End of Week Date
calendar_eoy End of Year Date
check_newxreg Checks on regressor matrix.
check_xreg Checks on regressor matrix.
crps Forecast Performance Metrics
fourier_series Fourier terms for modeling seasonality
future_dates Generate Regular Interval Future Dates
initialize_simulator Simulator Initializer
level_shift Anomaly Creation
lines Add Connected Line Segments to a Simulation Object
lines.issm.component Add Connected Line Segments to a Simulation Object
logit The logit transformation
mape Forecast Performance Metrics
mase Forecast Performance Metrics
mis Forecast Performance Metrics
mixture_modelspec Ensemble Setup
msis Forecast Performance Metrics
mslre Forecast Performance Metrics
pinball Forecast Performance Metrics
plot Plot Simulation Object
plot.issm.component Plot Simulation Object
process_time POSIXct Processing
rmape Forecast Performance Metrics
sampling_frequency Infers the sampling frequency of a time series
sampling_sequence Sampling frequency sequence
seasonality_test Simple Seasonality Test
seasonal_dummies Seasonal Dummies
sigmoid The sigmoid transformation
smape Forecast Performance Metrics
softlogit The softplus logit transformation
temporary_change Anomaly Creation
time_splits Generate Train/Test Splits
tsdecompose State Decomposition
tsdecompose.issm.component State Decomposition
tsensemble Ensembling of Simulations
tsensemble.tssim.mixture Ensembling of Simulations
tslinear Linear Time Series Filter
tstransform General transformation function
wape Forecast Performance Metrics
wse Forecast Performance Metrics
wslre Forecast Performance Metrics