Showing 5 of total 5 results (show query)
robjhyndman
forecast:Forecasting Functions for Time Series and Linear Models
Methods and tools for displaying and analysing univariate time series forecasts including exponential smoothing via state space models and automatic ARIMA modelling.
Maintained by Rob Hyndman. Last updated 7 months ago.
forecastforecastingopenblascpp
1.1k stars 17.46 score 16k scripts 240 dependents
hafen
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 Series by Loess (STL) that provides several enhancements over the STL method in the stats package. These enhancements include handling missing values, providing higher order (quadratic) loess smoothing with automated parameter choices, frequency component smoothing beyond the seasonal and trend components, and some basic plot methods for diagnostics.
Maintained by Ryan Hafen. Last updated 8 years ago.
66 stars 7.02 score 63 scripts 5 dependents
rjdverse
rjd3sts:State Space Framework and Structural Time Series with 'JDemetra+ 3.x'
R Interface to 'JDemetra+ 3.x' (<https://github.com/jdemetra>) time series analysis software. It offers access to several functions on state space models and structural time series.
Maintained by Jean Palate. Last updated 9 months ago.
2 stars 6.64 score 25 scripts 4 dependents
aqlt
ggdemetra:'ggplot2' Extension for Seasonal and Trading Day Adjustment with 'RJDemetra'
Provides 'ggplot2' functions to return the results of seasonal and trading day adjustment made by 'RJDemetra'. 'RJDemetra' is an 'R' interface around 'JDemetra+' (<https://github.com/jdemetra/jdemetra-app>), the seasonal adjustment software officially recommended to the members of the European Statistical System and the European System of Central Banks.
Maintained by Alain Quartier-la-Tente. Last updated 8 months ago.
12 stars 6.06 score 16 scripts 1 dependentsaqlt
ggdemetra3:'ggplot2' Extension for Seasonal and Trading Day Adjustment with 'JDemetra+' 3.0
Provides 'ggplot2' functions to return the results of seasonal and trading day adjustment made by the R interface to 'JDemetra+' 3.0.
Maintained by Alain Quartier-la-Tente. Last updated 3 months ago.
4 stars 4.26 score 8 scripts 1 dependents