JieGroup/tsms: Modeling Univariate Time Series with Multiple Seasonality

Finds the optimal decomposition of univariate time series. Provide better 1-step ahead prediction than short term methods, and comparable n-step ahead prediction to non-parametric methods.

Getting started

Package details

Maintainer
LicenseGPL-3
Version0.0.1
Package repositoryView on GitHub
Installation Install the latest version of this package by entering the following in R:
install.packages("remotes")
remotes::install_github("JieGroup/tsms")
JieGroup/tsms documentation built on Sept. 15, 2020, 10:39 a.m.