ts_preprocess: Preprocess a time-series

In fnoorian/mltsp: Tools for machine-learning based time-series prediction

Description

Preprocess a time-series

Usage

ts_preprocess(x, technique_list = list())

Arguments

x	Input time-series
technique_list	List of the techniques. See details.

Details

Each technique is itself a list of list("techninque name", param1, param2, ...). Available techniques include:

• "diff"Differencing the time-series. Parameter can be a number, "kpss", "adf", or "auto".

• "boxcox"Box-cox transform. Parameter can be a numeric lambda, or "auto".

• "log"Log transform. Only works if time-series is positive.

• "log_abs"Log transform on absolute value. Destroys values between -1 and 1.

• "log+min"Log transform on (x - min(x) + 1)

Value

A list

• xPreprocessed xts

• technique_listList of techniques with their explicit parameters

fnoorian/mltsp documentation built on May 16, 2019, 1:48 p.m.