Simulation of Daily and Monthly Time Series
Use time warping to reduce the number of observations in a month
Simulate calendar effects
Simulate a daily time series based on the HS model
Daily time series simulation for the MSTL-algorithm
Simulate a daily seasonal series
Simulate a monthly time series based on the HS model
Monthly time series simulation for the MSTL-algorithm
Simulate a monthly seasonal series
Simulate an outlier
Simulate a seasonal factor
Flexible simulation of time series using time series components, including seasonal, calendar and outlier effects. Main algorithm described in Ollech, D. (2021) <doi:10.1515/jtse-2020-0028>.