ts_fil_winsor: Winsorization of Time Series

In tspredit: Time Series Prediction with Integrated Tuning

Winsorization of Time Series

Description

This code implements the Winsorization technique on a time series. Winsorization is a statistical method used to handle extreme values in a time series by replacing them with values closer to the center of the distribution.

Usage

ts_fil_winsor()

Value

a ts_fil_winsor obj.

Examples

# time series with noise
library(daltoolbox)
data(tsd)
tsd$y[9] <- 2*tsd$y[9]

# filter
filter <- ts_fil_winsor()
filter <- fit(filter, tsd$y)
y <- transform(filter, tsd$y)

# plot
plot_ts_pred(y=tsd$y, yadj=y)

tspredit documentation built on June 22, 2025, 5:07 p.m.