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Time Series Exploration, Modelling and Forecasting
Language | Label | Description | Also known as |
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English | tsutils |
Time Series Exploration, Modelling and Forecasting |
Statements
15 November 2023
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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.
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