Package | Version | Details | Notes |
|---|---|---|---|
tsmethods | 1.0.1 | S3 Methods/Classes, ensembling and distribution plots | CRAN |
tsdatasets | 0.1.1 | Sample timeseries data |
|
tsaux | 0.3.3 | Auxilliary common functions and anomaly detection code |
|
tssimulator | 0.2.1 | Timeseries simulator with anomaly injection |
|
tsdistributions | 1.0.0 | Location Scale invariant parametrization of interesting distributions | CRAN |
tscausal | 0.3.0 | Timeseries causal inference |
|
tsets | 0.3.1 | ETS models |
|
tsissm | 0.3.1 | Innovations state space model (Linear) |
|
tsvets | 0.4.4 | Vector ETS model |
|
tsforeign | 0.2.4 | BSTS and auto.arima custom wrappers and additional functionality |
|
tsgam | 0.3.0 | Generalized Additive Models (mgcv wrapper) for timeseries prediction |
|
tsarma | 0.1.0 | ARMA(p,q)-X model |
|
tsgarch | 1.0.0 | Univariate GARCH models | CRAN |
tstests | 0.2.0 | Time Series Tests |
|
parma | 1.7 | Portfolio Optimization and Risk Analytics | CRAN |
Packages
The tsmodels repo comprises the following packages, all of which are currently on github and slowly making it to CRAN: