tsutils (Q52393)
From MaRDI portal
Time Series Exploration, Modelling and Forecasting
Language | Label | Description | Also known as |
---|---|---|---|
English | tsutils |
Time Series Exploration, Modelling and Forecasting |
Statements
15 November 2023
0 references
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.
0 references
Identifiers
20 November 2023
0 references