tsms-package: Modeling Univariate Time Series with Multiple Seasonality

In TYtianyang/tsms: Modeling Univariate Time Series with Multiple Seasonality

Description

This package introduces a tool box for generalized ARMA model, as well as the MS modeling procedure for modeling univariate time series with multiple seasonality.

Details

The tool box of generalized ARMA model consists of core functions: 'garma.fit()', 'garma.pred()', 'garma.gen()'. The MS modeling procedure utilize the function: 'MS()'.

Author(s)

Maintainer: Tianyang Xie <[e-mail]> Co-author: Jie Ding <[e-mail]>

References

T. Xie, J. Ding, "Forecasting with Multiple Seasonality ," https://arxiv.org/abs/2008.12340.

TYtianyang/tsms documentation built on Sept. 10, 2020, 1:54 p.m.