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tsmethods (version 1.0.2)

Time Series Methods

Description

Generic methods for use in a time series probabilistic framework, allowing for a common calling convention across packages. Additional methods for time series prediction ensembles and probabilistic plotting of predictions is included. A more detailed description is available at which shows the currently implemented methods in the 'tsmodels' framework.

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Install

install.packages('tsmethods')

Monthly Downloads

712

Version

1.0.2

License

GPL-2

Issues

Pull Requests

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Repository

https://github.com/tsmodels/tsmethods

Homepage

https://www.nopredict.com/packages/tsmethods

Maintainer

Alexios Ghalanos

Last Published

September 22nd, 2024

Functions in tsmethods (1.0.2)

Time Series Model Decomposition

Analytic Moments

Profile a time series model

Model Equation Extractor

Covariance matrix.

tsensemble.ensemble.spec

Ensembles predictions using their posterior predictive or simulated distribution

Online Time Series Filter

Extract diagnostic model information

tsgrowth.tsmodel.predict

Growth Calculation

Extract specification object from estimation object

tsmethods-package

tsmethods: Time Series Methods

Time Series Performance Metrics Method

Unconditional Value

Model Estimation

ensemble_modelspec

Ensemble specification

Time Series Model Benchmarking

Time Series Aggregation

Probability Integral Transform (PIT)

distribution_list

Multiple Distributions

Time Series Model Backtesting

Estimation method using AD

plot.tsmodel.distribution

Plots of predictive distributions

tsconvert.tsmodel.distribution

Convert a distribution object to a long form data.table

Convolution of Distributions

Conversion method from one object to another

Correlation matrix.

Prediction Calibration method