tsclean

0th

Percentile

Identify and replace outliers and missing values in a time series

Uses supsmu for non-seasonal series and a periodic stl decompostion with seasonal series to identify outliers. To estimate missing values and outlier replacements, linear interpolation is used on the (possibly seasonally adjusted) 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

See Also

na.interp, tsoutliers, supsmu

Aliases
  • tsclean
Examples
data(gold)
tsclean(gold)
Documentation reproduced from package forecast, version 7.3, License: GPL (>= 2)

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