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r-tsaux 1.0.0
Propagated dependencies: r-zoo@1.8-14 r-xts@0.14.1 r-tsoutliers@0.6-10 r-tsmethods@1.0.2 r-stlplus@0.5.1 r-scoringrules@1.1.3 r-rdpack@2.6.4 r-lubridate@1.9.4 r-forecast@8.24.0 r-data-table@1.17.2 r-car@3.1-3
Channel: guix-cran
Location: guix-cran/packages/t.scm (guix-cran packages t)
Home page: https://github.com/tsmodels/tsaux
Licenses: GPL 2
Synopsis: Time Series Forecasting Auxiliary Functions
Description:

This package provides a suite of auxiliary functions that enhance time series estimation and forecasting, including a robust anomaly detection routine based on Chen and Liu (1993) <doi:10.2307/2290724> (imported and wrapped from the tsoutliers package), utilities for managing calendar and time conversions, performance metrics to assess both point forecasts and distributional predictions, advanced simulation by allowing the generation of time series componentsâ such as trend, seasonal, ARMA, irregular, and anomaliesâ in a modular fashion based on the innovations form of the state space model and a number of transformation methods including Box-Cox, Logit, Softplus-Logit and Sigmoid.

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