Identify and replace outliers and missing values in a time series
Uses loess for non-seasonal series and a periodic stl decompostion with seasonal series to identify and replace outliers. To estimate missing values, linear interpolation is used for non-seasonal series, and a periodic stl decompostion is used with seasonal series.
tsclean(x, replace.missing = TRUE, lambda = NULL)
- time series
- If TRUE, it not only replaces outliers, but also interpolates missing values
- a numeric value giving the Box-Cox transformation parameter
- Time series