Man pages for Mthrun/TSAT
Time Series Analysis Tools (TSAT)

AddCountsAdds 2 counts
aggregateDays2FiskalMonthsAggregate Days to Fiskal Months
aggregateDays2MonthsAggregate Days to Months
aggregateDays2WeeksAggregate Days to Weeks
aggregateTime2Daysaggregate Time to Days
AggregateToUniqueTimeAggregate to Unique Time
aggregateWeeks2FiskalMonthsAggregate Weeks to Fiskal Months
AlignTS2ForecastHorizonAndOriginAlign Time Series to Forecast Horizon And Origin
AutoCorrAutoCorrelation
CointegrationOfTwoTSInvestigate the Cointegration between two time series
CommonForecastingErrorsCommon Forecasting Errors
ConvertNumerical2TSobjectConverts a Numerical to a Time Series Object
ConvertTS2DFConvertTS2DF
CrossCorrCross-Correlation of Time-Dependent Observations
DerivativeDerivative
DiffFilterDifference Filter of 1. Order
DivisorsAll divisors of a non-zero whole number.
DTWdistanceDTW Distance
ElectricityBRDElectricity production in BRD
EventCountsCounts Events of Vector
EventCountsPerTimeEvent Counts per Time
EventDurationAndTimeDifferenceCalculate Duration of Events and Time Difference between...
EventFilteringEvent Filtering
EventIndDurationCalculates the Duration of Event
EventIndTimeDifferenceCalculates the Difference of Time between two Events
EventTimeFilterCalculate Duration of Events and Time Difference between...
FastFourierTransformationFast Fourier Transformation
FcAdditiveDecompositionModelForecasting with Additive Decomposition Model
FcAutoARIMAForcasting with Automatic ARIMA
FcBayesianStructuralTimeSeriesForecasting with Bayesian Structural Time Series
FcCrostonIntermittentDemandForecasting with Croston Intermittent Demand
FcDecompositionModelByRegressionForecasting with Automatic Decomposition Model By Regression
FcEchoStateANNForecasting with Echo state ANN
FcExtremeLearningMachinesForecasting with Extreme Learning Machines
FcGARCHForecasting with Model for Generalized Autoregressive...
FcGeneralizedLinearModels4TSForecasting with Generalized Linear Models for time series
FcGradientBoostingForecast Gradient Boosting
FcLSTMForecasting with Long Short Term Memory Based on Recurrent...
FcMLP_BPForecasting with Multilayer Perceptron Feedforward Network...
FcOptimizeAdditiveDecompositionModelForecasting with optimized Additive Decomposition Model...
FcRandomForestForecasting with Random Forest
FcSeasonalArimaForecasting with Seasonal Arima
FcVARIMAForecasting with Vector Autoregessive Moving Average Model...
FilterHolidaysFilterHolidays
FilterSuccessiveIndsFilters consecutive indices
FilterWeekdaysFilter Weekdays
FilterWeekendsFilter Weekends
ForecastingLineChartForecasting Line Chart
FourierAnalysisFourier Analysis
FourierFilterLow-pass or band-pass filter Filtering by Fourier
GenerateRegularDailyTSGenerateRegularDailyTS
GenerateRegularNonDailyTSGenerateRegularNonDailyTS
GermanHolidaysGermanHolidays
GermanPrimesGermanPrimes
GetBalanceSheetGetBalanceSheet
GetCashFlowGetCashFlow
GetFinancialStatementGetFinancialStatement
GetFinancialTimeSeriesGetFinancialTimeSeries
GetFullWeeksPerMonthGetFullWeeksPerMonth
GetWorkingDaysGetWorkingDays
GrangerCausalityTestGranger Causality Test
HiddenMarkovModelHiddenMarkovModel
HighestPrimePotenceThe highest prime potence of a whole number.
InterestRateFinal capital after compound interest
InterpolateMissingValuesInterpolateMissingValues
InterpolateOutliersInterpolateOutliers
KalmanFilterKalman Filter
LagVectorLag a Vector
Long2WideTableByTimeLong2WideTableByTime
MAPA_daily2FiskalWeekwrapper for MAPA in one special use case of given daily data
MASE_nonseasonalMASE_nonseasonal
MASE_trainingVStestsetMean absolute scaled error (MASE_trainingVStestset)
MovingAverageMovingAverage
ParallelTSlinePlotsPlots many time series in parallel from a matrix of Data
PartialAutoCorrpacf
PlotEventCountsPlot the Event versus Counts
PlotOptimalAlignmentPlot Optimal Alignment
PlotTimeSeriesPlotTimeSeries
QualityMeasuresForecastingQuality Measures for Forecasting
ReadDatesReadDates
ReadTSRead TS file
RelativeDifferenceBetweenTSRelativeDifferenceBetweenTS
RootDevianceRoot Distance Measure
SalesSales data
setDiffTSsetdiff between two time series (TS)
ShortTimeFTShort Time Fourier Transformation
SMAPESymmetric mean absolute percentage error
SplitPercentageTSSplit Percentage of Time Series
SplitTimeSplits Time regarding a given Resolution
TempMelbourneAustraliaTemperature in Melbourne
TemporalRelativeDifferenceTemporal Relative Difference
Time2ClassificationTime to Classification
TimeSeriesLineChartTime Series Line Chart
TSDistancesMatrixDistance Matrix for Time Series
WaveletFilterWaveletFilter
WaveletOutlierDetectionWaveletOutlierDetection
WeeklySalesUniformRandomWeeklySalesUniformRandom
which.closestwhich.closest
WhichStockWhichStock
WhiteNoiseTestTest for White Noise
WriteDatesWrite Dates
WriteTSWrite Time Series
YearlyInterestRatesDataYearly Interest Rates Data
Mthrun/TSAT documentation built on Feb. 5, 2024, 11:15 p.m.