Man pages for Mthrun/TSAT
Time Series Analysis Tools (TSAT)
| AddCounts | Adds 2 counts |
| aggregateDays2FiskalMonths | Aggregate Days to Fiskal Months |
| aggregateDays2Months | Aggregate Days to Months |
| aggregateDays2Weeks | Aggregate Days to Weeks |
| aggregateTime2Days | aggregate Time to Days |
| AggregateToUniqueTime | Aggregate to Unique Time |
| aggregateWeeks2FiskalMonths | Aggregate Weeks to Fiskal Months |
| AlignTS2ForecastHorizonAndOrigin | Align Time Series to Forecast Horizon And Origin |
| AutoCorr | AutoCorrelation |
| CointegrationOfTwoTS | Investigate the Cointegration between two time series |
| CommonForecastingErrors | Common Forecasting Errors |
| ConvertNumerical2TSobject | Converts a Numerical to a Time Series Object |
| ConvertTS2DF | ConvertTS2DF |
| CrossCorr | Cross-Correlation of Time-Dependent Observations |
| Derivative | Derivative |
| DiffFilter | Difference Filter of 1. Order |
| Divisors | All divisors of a non-zero whole number. |
| DTWdistance | DTW Distance |
| ElectricityBRD | Electricity production in BRD |
| EventCounts | Counts Events of Vector |
| EventCountsPerTime | Event Counts per Time |
| EventDurationAndTimeDifference | Calculate Duration of Events and Time Difference between... |
| EventFiltering | Event Filtering |
| EventIndDuration | Calculates the Duration of Event |
| EventIndTimeDifference | Calculates the Difference of Time between two Events |
| EventTimeFilter | Calculate Duration of Events and Time Difference between... |
| FastFourierTransformation | Fast Fourier Transformation |
| FcAdditiveDecompositionModel | Forecasting with Additive Decomposition Model |
| FcAutoARIMA | Forcasting with Automatic ARIMA |
| FcBayesianStructuralTimeSeries | Forecasting with Bayesian Structural Time Series |
| FcCrostonIntermittentDemand | Forecasting with Croston Intermittent Demand |
| FcDecompositionModelByRegression | Forecasting with Automatic Decomposition Model By Regression |
| FcEchoStateANN | Forecasting with Echo state ANN |
| FcExtremeLearningMachines | Forecasting with Extreme Learning Machines |
| FcGARCH | Forecasting with Model for Generalized Autoregressive... |
| FcGeneralizedLinearModels4TS | Forecasting with Generalized Linear Models for time series |
| FcGradientBoosting | Forecast Gradient Boosting |
| FcLSTM | Forecasting with Long Short Term Memory Based on Recurrent... |
| FcMLP_BP | Forecasting with Multilayer Perceptron Feedforward Network... |
| FcOptimizeAdditiveDecompositionModel | Forecasting with optimized Additive Decomposition Model... |
| FcRandomForest | Forecasting with Random Forest |
| FcSeasonalArima | Forecasting with Seasonal Arima |
| FcVARIMA | Forecasting with Vector Autoregessive Moving Average Model... |
| FilterHolidays | FilterHolidays |
| FilterSuccessiveInds | Filters consecutive indices |
| FilterWeekdays | Filter Weekdays |
| FilterWeekends | Filter Weekends |
| ForecastingLineChart | Forecasting Line Chart |
| FourierAnalysis | Fourier Analysis |
| FourierFilter | Low-pass or band-pass filter Filtering by Fourier |
| GenerateRegularDailyTS | GenerateRegularDailyTS |
| GenerateRegularNonDailyTS | GenerateRegularNonDailyTS |
| GermanHolidays | GermanHolidays |
| GermanPrimes | GermanPrimes |
| GetBalanceSheet | GetBalanceSheet |
| GetCashFlow | GetCashFlow |
| GetFinancialStatement | GetFinancialStatement |
| GetFinancialTimeSeries | GetFinancialTimeSeries |
| GetFullWeeksPerMonth | GetFullWeeksPerMonth |
| GetWorkingDays | GetWorkingDays |
| GrangerCausalityTest | Granger Causality Test |
| HiddenMarkovModel | HiddenMarkovModel |
| HighestPrimePotence | The highest prime potence of a whole number. |
| InterestRate | Final capital after compound interest |
| InterpolateMissingValues | InterpolateMissingValues |
| InterpolateOutliers | InterpolateOutliers |
| KalmanFilter | Kalman Filter |
| LagVector | Lag a Vector |
| Long2WideTableByTime | Long2WideTableByTime |
| MAPA_daily2FiskalWeek | wrapper for MAPA in one special use case of given daily data |
| MASE_nonseasonal | MASE_nonseasonal |
| MASE_trainingVStestset | Mean absolute scaled error (MASE_trainingVStestset) |
| MovingAverage | MovingAverage |
| ParallelTSlinePlots | Plots many time series in parallel from a matrix of Data |
| PartialAutoCorr | pacf |
| PlotEventCounts | Plot the Event versus Counts |
| PlotOptimalAlignment | Plot Optimal Alignment |
| PlotTimeSeries | PlotTimeSeries |
| QualityMeasuresForecasting | Quality Measures for Forecasting |
| ReadDates | ReadDates |
| ReadTS | Read TS file |
| RelativeDifferenceBetweenTS | RelativeDifferenceBetweenTS |
| RootDeviance | Root Distance Measure |
| Sales | Sales data |
| setDiffTS | setdiff between two time series (TS) |
| ShortTimeFT | Short Time Fourier Transformation |
| SMAPE | Symmetric mean absolute percentage error |
| SplitPercentageTS | Split Percentage of Time Series |
| SplitTime | Splits Time regarding a given Resolution |
| TempMelbourneAustralia | Temperature in Melbourne |
| TemporalRelativeDifference | Temporal Relative Difference |
| Time2Classification | Time to Classification |
| TimeSeriesLineChart | Time Series Line Chart |
| TSDistancesMatrix | Distance Matrix for Time Series |
| WaveletFilter | WaveletFilter |
| WaveletOutlierDetection | WaveletOutlierDetection |
| WeeklySalesUniformRandom | WeeklySalesUniformRandom |
| which.closest | which.closest |
| WhichStock | WhichStock |
| WhiteNoiseTest | Test for White Noise |
| WriteDates | Write Dates |
| WriteTS | Write Time Series |
| YearlyInterestRatesData | Yearly Interest Rates Data |
