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tsmethods (version 1.0.3)

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

659

Version

1.0.3

License

GPL-2

Issues

0

Pull Requests

0

Stars

3

Forks

0

Maintainer

Alexios Ghalanos

Last Published

February 15th, 2026

Functions in tsmethods (1.0.3)

add_holiday

Add a holiday component to specification
add_ar

Add an autoregressive (AR) component to specification
tsmoments

Analytic Moments
tsmetrics

Time Series Performance Metrics Method
tsbacktest

Time Series Model Backtesting
tsaggregate

Time Series Aggregation
tscokurt

Co-Kurtosis
tsconvert

Conversion method from one object to another
distribution_list

Multiple Distributions
add_transform

Add a data transformation to specification
tsconvolve

Convolution of Distributions
tsgrowth.tsmodel.predict

Growth Calculation
tsconvert.tsmodel.distribution

Convert a distribution object to a long form data.table
tsmethods-package

tsmethods: Time Series Methods
tsequation

Model Equation Extractor
pit

Probability Integral Transform (PIT)
tsfilter

Online Time Series Filter
plot.tsmodel.distribution

Plots of predictive distributions
tsdiagnose

Extract diagnostic model information
tscoskew

Co-Skewness
tsspec

Extract specification object from estimation object
tsensemble.ensemble.spec

Ensembles predictions using their posterior predictive or simulated distribution
unconditional

Unconditional Value
add_regressor

Add a regressor component to specification
add_custom

Add a custom component to specification
add_distribution

Add an error distribution component to specification
add_ma

Add a moving average (MA) component to specification
add_arma

Add an autoregressive moving average (ARMA) component to specification
add_anomaly

Add an anomaly component to specification
add_seasonal

Add a seasonal component to specification
add_polynomial

Add a polynomial component to specification
estimate_ad

Estimation method using AD
ensemble_modelspec

Ensemble specification
estimate

Model Estimation
halflife

Half Life
tscov

Covariance matrix.
tscalibrate

Prediction Calibration method
tsbenchmark

Time Series Model Benchmarking
tsprofile

Profile a time series model
tsdecompose

Time Series Model Decomposition
tscor

Correlation matrix.
tsreport

Report Method