R/tsutils-package.R

In tsutils: Time Series Exploration, Modelling and Forecasting

#' @keywords internal
#' @aliases tsutils-package
"_PACKAGE"

#' tsutils: Time Series Exploration, Modelling and Forecasting
#'
#' The \pkg{tsutils} package provides functions to support various aspects of time series and forecasting modelling. In particular this package includes: (i) tests and visualisations that can help the modeller explore time series components and perform decomposition; (ii) modelling shortcuts, such as functions to construct lagmatrices and seasonal dummy variables of various forms; (iii) an implementation of the Theta method; (iv) tools to facilitate the design of the forecasting process, such as ABC-XYZ analyses; and (v) "quality of life" tools, such as treating time series for trailing and leading values.
#'
#' @section Time series exploration:
#' \itemize{
#' \item \code{\link{cmav}}: centred moving average.
#' \item \code{\link{coxstuart}}: Cox-Stuart test for location/dispersion.
#' \item \code{\link{decomp}}: classical time series decomposition.
#' \item \code{\link{seasplot}}: construct seasonal plots.
#' \item \code{\link{trendtest}}: test a time series for trend.
#' }
#'
#' @section Time series modelling:
#' \itemize{
#' \item \code{\link{getOptK}}: optimal temporal aggregation level for AR(1), MA(1), ARMA(1,1).
#' \item \code{\link{lagmatrix}}: create leads/lags of variable.
#' \item \code{\link{nemenyi}}: nonparametric multiple comparisons.
#' \item \code{\link{residout}}: construct control chart of residuals.
#' \item \code{\link{seasdummy}}: create seasonal dummies.
#' \item \code{\link{theta}}: Theta method.
#' }
#'
#' @section Hierarchical time series:
#' \itemize{
#' \item \code{\link{Sthief}}: temporal hierarchy S matrix.
#' \item \code{\link{plotSthief}}: plot temporal hierarchy S matrix.
#' }
#'
#' @section Forecasting process modelling:
#' \itemize{
#' \item \code{\link{abc}}: ABC analysis.
#' \item \code{\link{xyz}}: XYZ analysis.
#' \item \code{\link{abcxyz}}: ABC-XYZ analyses visualisation.
#' }
#'
#' @section Quality of life:
#' \itemize{
#' \item \code{\link{geomean}}: geometric mean.
#' \item \code{\link{lambdaseq}}: generate sequence of lambda for LASSO regression.
#' \item \code{\link{leadtrail}}: remove leading/training zeros/NAs.
#' \item \code{\link{wins}}: winsorisation, including vectorised versions \code{colWins} and \code{rowWins}.
#' }
#'
#' @section Time series data:
#' \itemize{
#' \item \code{\link{referrals}}: A&E monthly referrals.
#' }
#'
#' @name tsutils
#'
#' @docType package
#'
#' @importFrom graphics plot lines par points polygon axis image abline box text boxplot legend mtext
#' @importFrom stats frequency friedman.test qtukey na.exclude sd ts pbinom median density quantile start cor.test deltat end optim time tsp
#' @importFrom forecast ets forecast.ets Arima forecast
#' @importFrom RColorBrewer brewer.pal
#' @importFrom grDevices colorRampPalette gray rgb rainbow
#' @importFrom utils tail head
#' @importFrom MAPA tsaggr
#'
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