imputeTS: Time Series Missing Value Imputation

Imputation (replacement) of missing values in univariate time series. Offers several imputation functions and missing data plots. Available imputation algorithms include: 'Mean', 'LOCF', 'Interpolation', 'Moving Average', 'Seasonal Decomposition', 'Kalman Smoothing on Structural Time Series models', 'Kalman Smoothing on ARIMA models'. Published in Moritz and Bartz-Beielstein (2017) <doi:10.32614/RJ-2017-009>.

Package details

AuthorSteffen Moritz [aut, cre, cph] (<https://orcid.org/0000-0002-0085-1804>), Sebastian Gatscha [aut], Earo Wang [ctb] (<https://orcid.org/0000-0001-6448-5260>), Ron Hause [ctb] (<https://orcid.org/0000-0002-5229-7366>)
MaintainerSteffen Moritz <steffen.moritz10@gmail.com>
LicenseGPL-3
Version3.3
URL https://github.com/SteffenMoritz/imputeTS https://steffenmoritz.github.io/imputeTS/
Package repositoryView on CRAN
Installation Install the latest version of this package by entering the following in R:
install.packages("imputeTS")

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imputeTS documentation built on Sept. 9, 2022, 9:05 a.m.