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tsaux  

Time Series Forecasting Auxiliary Functions
View on CRAN: Click here


Download and install tsaux package within the R console
Install from CRAN:
install.packages("tsaux")

Install from Github:
library("remotes")
install_github("cran/tsaux")

Install by package version:
library("remotes")
install_version("tsaux", "1.0.0")



Attach the package and use:
library("tsaux")
Maintained by
Alexios Galanos
[Scholar Profile | Author Map]
All associated links for this package
First Published: 2025-03-31
Latest Update: 2025-03-31
Description:
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 components—such as trend, seasonal, ARMA, irregular, and anomalies—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.
How to cite:
Alexios Galanos (2025). tsaux: Time Series Forecasting Auxiliary Functions. R package version 1.0.0, https://cran.r-project.org/web/packages/tsaux. Accessed 19 Apr. 2025.
Previous versions and publish date:
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Complete documentation for tsaux
Functions, R codes and Examples using the tsaux R package
Full tsaux package functions and examples
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