Time Series Database Interface

Provides a common interface to time series databases. The objective is to define a standard interface so users can retrieve time series data from various sources with a simple, common, set of commands, and so programs can be written to be portable with respect to the data source. The SQL implementations also provide a database table design, so users needing to set up a time series database have a reasonably complete way to do this easily. The interface provides for a variety of options with respect to the representation of time series in R. The interface, and the SQL implementations, also handle vintages of time series data (sometime called editions or real-time data). There is also a (not yet well tested) mechanism to handle multilingual data documentation. Comprehensive examples of all the 'TS*' packages is provided in the vignette Guide.pdf with the 'TSdata' package.

Forecasting Models for Tidy Time Series

Provides a collection of commonly used univariate and multivariate time series forecasting models including automatically selected exponential smoothing (ETS) and autoregressive integrated moving average (ARIMA) models. These models work within the 'fable' framework provided by the 'fabletools' package, which provides the tools to evaluate, visualise, and combine models in a workflow consistent with the tidyverse.

Practical Numerical Math Functions

Provides a large number of functions from numerical analysis and linear algebra, numerical optimization, differential equations, time series, plus some well-known special mathematical functions. Uses 'MATLAB' function names where appropriate to simplify porting.

Time Series Analysis

Contains R functions and datasets detailed in the book "Time Series Analysis with Applications in R (second edition)" by Jonathan Cryer and Kung-Sik Chan.

Linear Time Series Analysis

Methods of developing linear time series modelling. Methods are given for loglikelihood computation, forecasting and simulation.

Time Series Forecasting with Neural Networks

Automatic time series modelling with neural networks. Allows fully automatic, semi-manual or fully manual specification of networks. For details of the specification methodology see: (i) Crone and Kourentzes (2010) ; and (ii) Kourentzes et al. (2014) .

Time Series Methods

Generic methods for use in a time series probabilistic framework, allowing for a common calling convention across packages. Additional methods for time series prediction ensembles and probabilistic plotting of predictions is included. A more detailed description is available at < https://www.nopredict.com/packages/tsmethods> which shows the currently implemented methods in the 'tsmodels' framework.

Applied Statistical Time Series Analysis

Contains data sets and scripts for analyzing time series in both the frequency and time domains including state space modeling as well as supporting the texts Time Series Analysis and Its Applications: With R Examples (5th ed), by R.H. Shumway and D.S. Stoffer. Springer Texts in Statistics, 2025, < https://link.springer.com/book/9783031705830>, and Time Series: A Data Analysis Approach Using R. Chapman-Hall, 2019, .

Time Series Exploration, Modelling and Forecasting

Includes: (i) tests and visualisations that can help the modeller explore time series components and perform decomposition; (ii) modelling shortcuts, such as functions to construct lagmatrices and seasonal dummy variables of various forms; (iii) an implementation of the Theta method; (iv) tools to facilitate the design of the forecasting process, such as ABC-XYZ analyses; and (v) "quality of life" functions, such as treating time series for trailing and leading values.

Time Series Clustering Along with Optimizations for the Dynamic Time Warping Distance

Time series clustering along with optimized techniques related to the Dynamic Time Warping distance and its corresponding lower bounds. Implementations of partitional, hierarchical, fuzzy, k-Shape and TADPole clustering are available. Functionality can be easily extended with custom distance measures and centroid definitions. Implementations of DTW barycenter averaging, a distance based on global alignment kernels, and the soft-DTW distance and centroid routines are also provided. All included distance functions have custom loops optimized for the calculation of cross-distance matrices, including parallelization support. Several cluster validity indices are included.