analyzeTS: Analyse, report, and simulate seasonal time series

In CoSMoS: Complete Stochastic Modelling Solution

Analyse, report, and simulate seasonal time series

Description

analyzeTS automatically performs seasonal analysis, fits distributions and correlation structures. reportTS visualises the fitted distributions and correlation structures, or returns a table of fitted parameters and descriptive statistics. simulateTS takes the result of analyzeTS and generates synthetic realisations.

Usage

analyzeTS(
  TS,
  season = "month",
  dist = "ggamma",
  acsID = "weibull",
  norm = "N1",
  n.points = 30,
  lag.max = 30,
  constrain = FALSE,
  opts = NULL
)

reportTS(aTS, method = "dist")

simulateTS(aTS, from = NULL, to = NULL)

Arguments

TS	data frame or data table with columns date and value
season	character; name of a date-component function (e.g. "month", "week")
dist	character; name of the distribution to fit (e.g. "norm", "ggamma")
acsID	character; ACS identifier passed to fitACS
norm	character; norm identifier — one of "N1", "N2", "N3", "N4"
n.points	integer; number of ECDF points used in the norm computation
lag.max	integer; maximum lag for the empirical ACF
constrain	logical; if TRUE, constrains shape2 parameters to (0, 0.48) to enforce finite upper tails
opts	list of nloptr minimisation options
aTS	an analyzeTS result object
method	character; report type — "dist" for distribution fits, "acs" for ACS fits, "stat" for descriptive statistics table
from	POSIXct; start of simulation period (defaults to start of observed series)
to	POSIXct; end of simulation period (defaults to end of observed series)

Details

In practice, we typically want to simulate a natural process from observed data. analyzeTS fits a marginal distribution and autocorrelation structure for each season; reportTS lets you inspect the fit; simulateTS generates synthetic time series with the same seasonal statistical properties.

Recommended distributions by variable type:

• precipitation / streamflow: ggamma, burrXII, burrIII

• relative humidity: beta

• temperature: norm

Value

• analyzeTS: a list with elements data, dfits, afits, and attributes season, dist, acsID, date

• reportTS: a ggplot object ("dist" or "acs" method) or a data.frame ("stat" method)

• simulateTS: a data.table with columns date and value

See Also

fitDist, fitACS, generateTS

Examples

library(CoSMoS)

## Load data included in the package
data("precip")

## Fit seasonal ACSs and distributions to the data
a <- analyzeTS(precip)

reportTS(a, "dist")  ## seasonal distribution fits
reportTS(a, "acs")   ## seasonal ACS fits
reportTS(a, "stat")  ## descriptive statistics

## Simulate a time series of the same length
sim <- simulateTS(a)

precip[, id := "observed"]
sim[, id := "simulated"]
dta <- rbind(precip, sim)

ggplot(dta) +
  geom_line(aes(x = date, y = value)) +
  facet_wrap(~id, ncol = 1) +
  theme_classic()

## Simulate a time series of different length
sim <- simulateTS(a,
                  from = as.POSIXct("1978-12-01 00:00:00"),
                  to   = as.POSIXct("2008-12-01 00:00:00"))

CoSMoS documentation built on May 8, 2026, 1:08 a.m.