Version 0.1.4 is now available on CRAN
New functions * forecast_sim - creating different forecast paths for forecast objects (when applicable), by utilizing the underline model distribution with the simulate function * ts_grid - tuning time series models with grid search approach using backtesting method. Currently, support only the Holt-Winters model * plot_grid - plotting the output of the ts_grid function
Fix errors * ts_plot, test_forecast - avoid default setting of the plot_ly function, and set explicitly the plot setting (e.g., color, line mode, etc.). This allows using the function with the plotly subplot function * ts_seasonal - define the order of the frequency units of the box plot option plot_forecast - fixing a gap between the forecast values and the time (x-axis) values
Version 0.1.3 is now available on CRAN
- ts_to_prophet function for converting ts objects (“ts”, “zoo” and “xts” class) to prophet object
- ccf_plot function for plotting corss correlation lags between two time series
- Fixed error in the ts_backtesting function - supprting xreg option
Version 0.1.2 is now available on CRAN
New functions: * ts_backtesting - a horce race of multiple forecasting models with backtestin * ts_quantile - time series quantile plot for time series data * ts_seasonal - supports multiple inputs and new color palattes
Version 0.1.1 is now available on CRAN
What’s new: * New options for the seasonality plot * Heatmap and surface plots * Polar plot * Converting function from xts and zoo to ts class * Spliting function for ts object for training and testing partitions
Updates for the development version (0.1.0.9000) on Github
- Time series lags plot - ts_lags() function
- Function ts_split() to split ‘ts’ object into training and testing partitions
- Functions for converting xts and zoo objects for ts object:
- xts_to_ts(), and
- zoo_to_ts()
- Two types for the seasonal_ly() plot:
- “normal” - seasonal variation by year, or
- “cycle” - seasonal variation by the cycle units over time (months or quarters)
- “polar” - polar plot for seasonality
- “box” - box-plot by cycle units
- Decompose plot with the decompose_ly() function
- Data set - US monthly total vehicle sales: 1976 - 2017 (USVSales), ‘ts’ object
- Data set - US monthly civilian unemployment rate: 1948 - 2017 (USUnRate), ‘ts’ object
- Data set - US monthly natural gas consumption: 2000 - 2017 (USgas), ‘ts’ object
- Data set - University of Michigan Consumer Survey, Index of Consumer Sentiment: 1980 - 2017 (Michigan_CS), ‘xts’ object
- Data set - Monthly crude Oil Prices: Brent - Europe: 1987 - 2017 (EURO_Brent), ‘zoo’ object
Version 0.1.0 is now available on CRAN
- Function for plotting univariate and multivariate time series data
- Evaluation plot for the testing set (hold-out data)
- Interactive seasonality plot
- Functions for interactive plot for the ACF and PACF