Imputation of Time Series Based on Fuzzy Logic

Filling large gaps in low or uncorrelated multivariate time series uses a new fuzzy weighted similarity measure. It contains all required functions to create large missing consecutive values within time series and then fill these gaps, according to the paper Phan et al. (2018), . Performance indicators are also provided to compare similarity between two univariate signals (incomplete signal and imputed signal).


News

Reference manual

It appears you don't have a PDF plugin for this browser. You can click here to download the reference manual.

install.packages("FSMUMI")

1.0 by Thi Thu Hong Phan, 2 years ago


http://mawenzi.univ-littoral.fr/FSMUMI/


Browse source code at https://github.com/cran/FSMUMI


Authors: Thi-Thu-Hong Phan , Andre Bigand , Emilie Poisson-Caillault


Documentation:   PDF Manual  


Task views: Missing Data


GPL (>= 2) license


Imports FuzzyR, stats, lsa


See at CRAN