simts-package: simts: Time Series Analysis Tools

In SMAC-Group/simts: Time Series Analysis Tools

simts: Time Series Analysis Tools

Description

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) \Sexpr[results=rd]{tools:::Rd_expr_doi(" 10.1080/01621459.2013.799920")}. More details can also be found in the paper linked to via the URL below.

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) \Sexpr[results=rd]{tools:::Rd_expr_doi(" 10.1080/01621459.2013.799920")}. More details can also be found in the paper linked to via the URL below.

Details

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

Author(s)

Maintainer: Stéphane Guerrier [e-mail] [copyright holder]

Authors:

• James Balamuta [copyright holder]

• Roberto Molinari [copyright holder]

• Justin Lee

• Lionel Voirol

• Yuming Zhang

Other contributors:

• Wenchao Yang [contributor]

• Nathanael Claussen [contributor]

• Yunxiang Zhang [contributor]

• Christian Gunning [copyright holder]

• Romain Francois [copyright holder]

• Ross Ihaka [copyright holder]

• R Core Team [copyright holder]

James Balamuta [e-mail], Stephane Guerrier [e-mail], Roberto Molinari [e-mail], Wenchao Yang [e-mail] Justin Lee [e-mail] Yuming Zhang [e-mail]

See Also

Useful links:

• https://github.com/SMAC-Group/simts

• https://arxiv.org/pdf/1607.04543.pdf

• Report bugs at https://github.com/SMAC-Group/simts/issues

Useful links:

• https://github.com/SMAC-Group/simts

• https://arxiv.org/pdf/1607.04543.pdf

• Report bugs at https://github.com/SMAC-Group/simts/issues

SMAC-Group/simts documentation built on Sept. 4, 2023, 5:25 a.m.