sampling_sequence

Given a sampling period, the function will return the proportion of units of
that period in secs, mins, hours, days, weeks, months and years, but will
return NA for periods of higher frequency i.e. for a period of days it will
return NA for secs, mins and hours. The function serves as a helper for
seasonal periodicity calculations.

A suite of auxiliary functions that enhance time series estimation and forecasting, including a robust anomaly detection routine based on Chen and Liu (1993) <doi:10.2307/2290724> (imported and wrapped from the 'tsoutliers' package), utilities for managing calendar and time conversions, performance metrics to assess both point forecasts and distributional predictions, advanced simulation by allowing the generation of time series components—such as trend, seasonal, ARMA, irregular, and anomalies—in a modular fashion based on the innovations form of the state space model and a number of transformation methods including Box-Cox, Logit, 'Softplus-Logit' and Sigmoid.

Alexios Ghalanos

tsaux

Time Series Forecasting Auxiliary Functions

Alexios Galanos

sampling_sequence function

<dl><dt>period</dt>
<dd>the period returned by a call to the function
<code>sampling_frequency</code>.</dd></dl>

Arguments

Author

Sampling frequency sequence — sampling_sequence

<dl>

<dt>period</dt>
<dd>the period returned by a call to the function
<code>sampling_frequency</code>.</dd>

</dl>

sampling_sequence: Sampling frequency sequence

Description

Usage

Value

Arguments

Author

Examples