Time Series Exploration, Modelling and Forecasting
ABC analysis
ABC-XYZ visualisation
Centred moving average
Cox-Stuart test
Classical time series decomposition
Geometric mean
Optimal temporal aggregation level for AR(1), MA(1), ARMA(1,1)
Create lead/lags of a variable
Generate sequence of lambda for LASSO regression
Remove leading/training zeros/NAs
Multiplicative seasonality test
Nonparametric multiple comparisons (Nemenyi test)
Plot temporal hierarchy
Residuals control chart
Create seasonal dummy variables.
Seasonal plots with simplistic trend/season tests
Temporal hierarchy S matrix
Theta method
Test a time series for trend
tsutils: Time Series Exploration, Modelling and Forecasting
tsutils: Time Series Exploration, Modelling and Forecasting
Winsorise
XYZ analysis
Includes: (i) tests and visualisations that can help the modeller explore time series components and perform decomposition; (ii) modelling shortcuts, such as functions to construct lagmatrices and seasonal dummy variables of various forms; (iii) an implementation of the Theta method; (iv) tools to facilitate the design of the forecasting process, such as ABC-XYZ analyses; and (v) "quality of life" functions, such as treating time series for trailing and leading values.