generate_ts

Deprecated function. Please use <code>mar_model()</code> and <code>generate.mar()</code> instead.
Generate time series from random parameter spaces of the mixture autoregressive (MAR)
models.

Generates synthetic time series based on various univariate
time series models including MAR and ARIMA processes. Kang, Y.,
Hyndman, R.J., Li, F.(2020) <doi:10.1002/sam.11461>.

Feng Li

gratis

Generating Time Series with Diverse and Controllable
Characteristics

Yanfei Kang

Rob Hyndman

Mitchell O'Hara-Wild

Bocong Zhao

generate_ts function

<dl><dt>n.ts</dt>
<dd>number of time series to be generated.</dd>
<dt>freq</dt>
<dd>seasonal period of the time series to be generated.</dd>
<dt>nComp</dt>
<dd>number of mixing components when simulating time series using MAR models.</dd>
<dt>n</dt>
<dd>length of the generated time series.</dd>
<dt>output_format</dt>
<dd>An optional argument which allows to choose output format between "list" and "tsibble"</dd></dl>

Arguments

Author

Generate time series from random parameter spaces of the mixture autoregressive (MAR) models. — generate_ts

<dl>

<dt>n.ts</dt>
<dd>number of time series to be generated.</dd>


<dt>freq</dt>
<dd>seasonal period of the time series to be generated.</dd>


<dt>nComp</dt>
<dd>number of mixing components when simulating time series using MAR models.</dd>


<dt>n</dt>
<dd>length of the generated time series.</dd>


<dt>output_format</dt>
<dd>An optional argument which allows to choose output format between "list" and "tsibble"</dd>

</dl>

generate_ts: Generate time series from random parameter spaces of the mixture autoregressive (MAR) models.

Description

Usage

Value

Arguments

Author

References

Examples