tsclean

0th

Percentile

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.

Keywords
ts
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

Aliases
  • tsclean
Examples
data(gold)
tsclean(gold)
Documentation reproduced from package forecast, version 6.0, License: GPL (>= 2)

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