simts-package: simts: Time Series Analysis Tools

Description Details Author(s) See Also


A system contains easy-to-use tools as a support for time series analysis courses. In particular, it incorporates a technique called Generalized Method of Wavelet Moments (GMWM) as well as its robust implementation for fast and robust parameter estimation of time series models which is described, for example, in Guerrier et al. (2013) <doi: 10.1080/01621459.2013.799920>. More details can also be found in the paper linked to via the URL below.


The data sets in this package may change at a moments notice.

Package: simts
Type: Package
Version: 1.0
Date: 2018-09-15
License: GPL


Maintainer: Stéphane Guerrier [email protected] [copyright holder]


Other contributors:

James Balamuta [email protected], Stephane Guerrier [email protected], Roberto Molinari [email protected], Wenchao Yang [email protected] Justin Lee [email protected] Yuming Zhang [email protected]

See Also

Useful links:

SMAC-Group/simts documentation built on Nov. 16, 2018, 8:05 a.m.