README.md

In CristianPachacama/imputeSTS: Imputation of Seasonal Time Series

imputeSTS

The imputeSTS package provides a method for imputation of missing values in homoscedastic Seasonal Time Series. based on STL-Loess Descomposition (Local Non Paramétric Regression) and Monte Carlo simulation. The package also has functions for visualization.

Installation

Install the stable version from CRAN:

install.packages("imputeSTS")

or install the development version from Github:

# install.packages("devtools")
devtools::install_github("CristianPachacama/imputeSTS")

Functions

impute.STS()

This function implement the imputation method, on a object of class ts (time serie with missing values), and return a list with the time serie cleaned.

plot.STS()

This function generates a plot with the original and reconstructed time series, contained in a object of class STS.

CristianPachacama/imputeSTS documentation built on May 26, 2020, 9:56 p.m.