forecast (version 5.9)

tsclean: Identify and replace outliers and missing values in a time series

Description

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.

Usage

tsclean(x, replace.missing = TRUE, lambda = NULL)

Arguments

x
time series
replace.missing
If TRUE, it not only replaces outliers, but also interpolates missing values
lambda
a numeric value giving the Box-Cox transformation parameter

Value

  • Time series

See Also

na.interp, tsoutliers

Examples

Run this code
data(gold)
tsclean(gold)

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