tssim (version 0.2.7)

Simulation of Daily and Monthly Time Series

Description

Flexible simulation of time series using time series components, including seasonal, calendar and outlier effects. Main algorithm described in Ollech, D. (2021) .

Copy Link

Version

Install

install.packages('tssim')

Monthly Downloads

202

Version

0.2.7

License

GPL-3

Maintainer

Daniel Ollech

Last Published

December 13th, 2024

Functions in tssim (0.2.7)

sim_monthly_hs

Simulate a monthly time series based on the HS model

sim_daily

Simulate a daily seasonal series

sim_daily_hs

Simulate a daily time series based on the HS model

.stretch_re

Use time warping to reduce the number of observations in a month

sim_daily_mstl

Daily time series simulation for the MSTL-algorithm

sim_monthly

Simulate a monthly seasonal series

sim_calendar

Simulate calendar effects

sim_monthly_mstl

Monthly time series simulation for the MSTL-algorithm

sim_sfac

Simulate a seasonal factor

sim_outlier

Simulate an outlier