• STAMP

  • Referenced in 43 articles [sw09536]
  • system for time series models with unobserbed components such as trend, seasonal, cycle and irregular ... analysis, modelling and forecasting of time series. Estimation and signal extraction is carried out using...
  • imputeTS

  • Referenced in 11 articles [sw20442]
  • replacement) of missing values in univariate time series. Offers several imputation functions and missing data ... Interpolation’, ’Moving Average’, ’Seasonal Decomposition’, ’Kalman Smoothing on Structural Time Series models’, ’Kalman Smoothing...
  • uroot

  • Referenced in 2 articles [sw18480]
  • package uroot. Unit Root Tests for Seasonal Time Series. Seasonal unit roots and seasonal stability...
  • prophet

  • Referenced in 4 articles [sw38187]
  • Prophet is a procedure for forecasting time series data based on an additive model where ... with yearly, weekly, and daily seasonality, plus holiday effects ... works best with time series that have strong seasonal effects and several seasons of historical...
  • sazedR

  • Referenced in 1 article [sw36733]
  • Parameter-Free Domain-Agnostic Season Length Detection in Time Series. Spectral and Average Autocorrelation Zero ... estimating the season length of a seasonal time series. ’sazed’ is aimed at practitioners...
  • portes

  • Referenced in 2 articles [sw32635]
  • univariate and multivariate data from seasonal and nonseasonal time series models. It implements the popular...
  • TESS

  • Referenced in 1 article [sw34041]
  • TESS: system for automatic seasonal adjustment and forecasting of time series. TESS, SysTEm for Automatic ... Seasonal Adjustment and Forecasting of Time Series, is an ESPRIT IV project (Number 29.741) that ... system for automatic seasonal adjustment and forecasting of time series, with special attention...
  • MTS

  • Referenced in 7 articles [sw15485]
  • analysis. (a) For the multivariate linear time series analysis, the package performs model specification, estimation ... seasonal vector ARMA models, VAR models with exogenous variables, multivariate regression models with time series...
  • dlmodeler

  • Referenced in 1 article [sw23279]
  • components of a DLM, build classical seasonal time-series models (monthly, quarterly, yearly, etc. with...
  • mbsts

  • Referenced in 1 article [sw39153]
  • models, flexibly adding on different time series components (trend, season, cycle, and regression), simulating them...
  • stlplus

  • Referenced in 0 articles [sw41432]
  • package stlplus: Enhanced Seasonal Decomposition of Time Series by Loess. Decompose a time ... series into seasonal, trend, and remainder components using an implementation of Seasonal Decomposition of Time ... parameter choices, frequency component smoothing beyond the seasonal and trend components, and some basic plot...
  • gsarima

  • Referenced in 1 article [sw24136]
  • simulate generalized multiplicative seasonal autoregressive moving average (time) series with Normal / Gaussian, Poisson or negative...
  • timetools

  • Referenced in 0 articles [sw18770]
  • timetools. Objects to manipulate sequential and seasonal time series. Sequential time series based on time...
  • chirps

  • Referenced in 1 article [sw33778]
  • create gridded rainfall time series for trend analysis and seasonal drought monitoring. For more details ... www.chc.ucsb.edu/data/chirps>. Requests from large time series (> 10 years) and large geographic coverage (global scale...
  • PROC ARIMA

  • Referenced in 2 articles [sw12094]
  • comprehensive set of tools for univariate time series model identification, parameter estimation, and forecasting ... procedure supports seasonal, subset, and factored ARIMA models; intervention or interrupted time series models; multiple...
  • knnwtsim

  • Referenced in 1 article [sw40918]
  • problem of forecasting univariate time series where recent observations, seasonal patterns, and exogenous predictors...
  • Algorithm 878

  • Referenced in 3 articles [sw35931]
  • likelihood of VAR and VARMA time series models are presented (vector autoregressive moving average ... made for possible savings when estimating seasonal, structured or distributed lag models. Also provided ... function for creating simulated VARMA time series that have an accurate distribution from term...
  • tsutils

  • Referenced in 3 articles [sw36691]
  • 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 ... life” functions, such as treating time series for trailing and leading values...
  • TIMESAT

  • Referenced in 4 articles [sw27691]
  • different least-squares methods for processing time-series of satellite sensor data are presented ... used for extracting seasonal parameters related to the growing seasons. The methods are implemented ... seasonal parameters such as beginnings and ends of growing seasons, seasonally integrated NDVI and seasonal ... other types of satellite-derived time-series data...
  • rucm

  • Referenced in 1 article [sw23273]
  • Press) decomposes a time series into components such as trend, seasonal, cycle, and the regression...