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Version 0.1.7
- Replacing deprecated functions:
ts_split
- replacing the is.tsibble
function with is_tsibble
function
ts_grid
- replacing the future package lapply function
with the parallel package implementation
Version 0.1.6
- Fixing errors on the
train_model
function:
- Error with the forecast output
- Error with the nnetar model
- Replacing the
xts::indexClass
function with
xts::tclass
function
- Removing the
ts_backtesting
function, which was
replaced by the train_model
function
- Removing the
ts_acf
and ts_pacf
functions,
the ts_cor
will replace them
- Removing the
bsts
package from the package
dependency
Version 0.1.5
Package license
Changing the package license from GPL-3 to MIT
New functions
- train_model - a flexible framework for training, testing,
evaluating, and forecasting models. This function provides the ability
to run multiple models with backtesting or single training/testing
partitions
- plot_model - animation the performance of the train_model output on
the backtesting partitions
- plot_error - plotting the error distribution of the train_model
output
- ts_cor - for acf and pacf plots with seasonal lags
- arima_diag - a diagnostic plot for identify the AR, MA and
differencing components of the ARIMA model
Deprecated functions
- ts_backtesting - will be replaced by the train_model function
- ts_acf / ts_pacf functions - will be replaced by the ts_cor
function
Fix errors
- ts_seasonal - aligning the box plot color
- ts_plot - setting the dash and marker mode for multiple time
series
Version 0.1.4
New functions
- forecast_sim - creating different forecast paths for forecast
objects (when applicable), by utilizing the underline model distribution
with the simulate function
- ts_grid - tuning time series models with grid search approach using
backtesting method. Currently, support only the Holt-Winters model
- plot_grid - plotting the output of the ts_grid function
Fix errors
- ts_plot, test_forecast - avoid default setting of the plot_ly
function, and set explicitly the plot setting (e.g., color, line mode,
etc.). This allows using the function with the plotly subplot
function
- ts_seasonal - define the order of the frequency units of the box
plot option plot_forecast - fixing a gap between the forecast values and
the time (x-axis) values
Version 0.1.3
- ts_to_prophet function for converting ts objects (“ts”, “zoo” and
“xts” class) to prophet object
- ccf_plot function for plotting corss correlation lags between two
time series
- Fixed error in the ts_backtesting function - supprting xreg
option
Version 0.1.2
New functions
- ts_backtesting - a horce race of multiple forecasting models with
backtesting
- ts_quantile - time series quantile plot for time series data
- ts_seasonal - supports multiple inputs and new color palattes
Version 0.1.1
New functions
- New options for the seasonality plot
- Heatmap and surface plots
- Polar plot
- Converting function from xts and zoo to ts class
- Spliting function for ts object for training and testing
partitions
- Time series lags plot - ts_lags() function
- Function ts_split() to split ‘ts’ object into training and testing
partitions
- Functions for converting xts and zoo objects for ts object:
- xts_to_ts(), and
- zoo_to_ts()
- Two types for the seasonal_ly() plot:
- “normal” - seasonal variation by year, or
- “cycle” - seasonal variation by the cycle units over time (months or
quarters)
- “polar” - polar plot for seasonality
- “box” - box-plot by cycle units
- Decompose plot with the decompose_ly() function
- Data set - US monthly total vehicle sales: 1976 - 2017 (USVSales),
‘ts’ object
- Data set - US monthly civilian unemployment rate: 1948 - 2017
(USUnRate), ‘ts’ object
- Data set - US monthly natural gas consumption: 2000 - 2017 (USgas),
‘ts’ object
- Data set - University of Michigan Consumer Survey, Index of Consumer
Sentiment: 1980 - 2017 (Michigan_CS), ‘xts’ object
- Data set - Monthly crude Oil Prices: Brent - Europe: 1987 - 2017
(EURO_Brent), ‘zoo’ object
Version 0.1.0
- Function for plotting univariate and multivariate time series
data
- Evaluation plot for the testing set (hold-out data)
- Interactive seasonality plot
- Functions for interactive plot for the ACF and PACF
These binaries (installable software) and packages are in development.
They may not be fully stable and should be used with caution. We make no claims about them.
Health stats visible at Monitor.