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] (<>), Sebastian Gatscha [aut], Earo Wang [ctb] (<>), Ron Hause [ctb] (<>)
MaintainerSteffen Moritz <>
Package repositoryView on CRAN
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imputeTS documentation built on Sept. 9, 2022, 9:05 a.m.