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tsaux: Time Series Forecasting Auxiliary Functions

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.

Version: 1.0.0
Depends: R (≥ 4.1.0), tsmethods
Imports: methods, zoo, xts, lubridate, car, Rdpack, scoringRules, stlplus, tsoutliers, forecast, data.table
Suggests: knitr, kableExtra, rmarkdown, testthat (≥ 3.0.0)
Published: 2025-03-31
DOI: 10.32614/CRAN.package.tsaux
Author: Alexios Galanos ORCID iD [aut, cre, cph]
Maintainer: Alexios Galanos <alexios at 4dscape.com>
BugReports: https://github.com/tsmodels/tsaux/issues
License: GPL-2
URL: https://github.com/tsmodels/tsaux
NeedsCompilation: no
Materials: ChangeLog
CRAN checks: tsaux results

Documentation:

Reference manual: tsaux.pdf
Vignettes: Auxiliary Time Series Functions (source, R code)

Downloads:

Package source: tsaux_1.0.0.tar.gz
Windows binaries: r-devel: tsaux_1.0.0.zip, r-release: tsaux_1.0.0.zip, r-oldrel: tsaux_1.0.0.zip
macOS binaries: r-devel (arm64): tsaux_1.0.0.tgz, r-release (arm64): tsaux_1.0.0.tgz, r-oldrel (arm64): not available, r-devel (x86_64): tsaux_1.0.0.tgz, r-release (x86_64): tsaux_1.0.0.tgz, r-oldrel (x86_64): tsaux_1.0.0.tgz

Linking:

Please use the canonical form https://CRAN.R-project.org/package=tsaux to link to this page.

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.
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