Examples: visualization, C++, networks, data cleaning, html widgets, ropensci.

Found 3027 packages in 0.01 seconds

dtts — by Dirk Eddelbuettel, a year ago

'data.table' Time-Series

High-frequency time-series support via 'nanotime' and 'data.table'.

rtsplot — by Irina Kapler, 2 years ago

Time Series Plot

A fast and elegant time series visualization package. In addition to the standard R plot types, this package supports candle sticks, open-high-low-close, and volume plots. Useful for visualizing any time series data, e.g., stock prices and technical indicators.

TSrepr — by Peter Laurinec, 5 years ago

Time Series Representations

Methods for representations (i.e. dimensionality reduction, preprocessing, feature extraction) of time series to help more accurate and effective time series data mining. Non-data adaptive, data adaptive, model-based and data dictated (clipped) representation methods are implemented. Also various normalisation methods (min-max, z-score, Box-Cox, Yeo-Johnson), and forecasting accuracy measures are implemented.

iperform — by Patrick Ilunga, a year ago

Time Series Performance

A tool to calculate the performance of a time series in a specific date or period. It is more intended for data analysis in the fields of finance, banking, telecommunications or operational marketing.

tsdisagg2 — by Jorge Vieira, 9 years ago

Time Series Disaggregation

Disaggregates low frequency time series data to higher frequency series. Implements the following methods for temporal disaggregation: Boot, Feibes and Lisman (1967) , Chow and Lin (1971) , Fernandez (1981) and Litterman (1983) .

TSEntropies — by Jiri Tomcala, 7 years ago

Time Series Entropies

Computes various entropies of given time series. This is the initial version that includes ApEn() and SampEn() functions for calculating approximate entropy and sample entropy. Approximate entropy was proposed by S.M. Pincus in "Approximate entropy as a measure of system complexity", Proceedings of the National Academy of Sciences of the United States of America, 88, 2297-2301 (March 1991). Sample entropy was proposed by J. S. Richman and J. R. Moorman in "Physiological time-series analysis using approximate entropy and sample entropy", American Journal of Physiology, Heart and Circulatory Physiology, 278, 2039-2049 (June 2000). This package also contains FastApEn() and FastSampEn() functions for calculating fast approximate entropy and fast sample entropy. These are newly designed very fast algorithms, resulting from the modification of the original algorithms. The calculated values of these entropies are not the same as the original ones, but the entropy trend of the analyzed time series determines equally reliably. Their main advantage is their speed, which is up to a thousand times higher. A scientific article describing their properties has been submitted to The Journal of Supercomputing and in present time it is waiting for the acceptance.

iNZightTS — by Tom Elliott, 2 days ago

Time Series for 'iNZight'

Provides a collection of functions for working with time series data, including functions for drawing, decomposing, and forecasting. Includes capabilities to compare multiple series and fit both additive and multiplicative models. Used by 'iNZight', a graphical user interface providing easy exploration and visualisation of data for students of statistics, available in both desktop and online versions. Holt (1957) , Winters (1960) , Cleveland, Cleveland, & Terpenning (1990) "STL: A Seasonal-Trend Decomposition Procedure Based on Loess".

tsBSS — by Markus Matilainen, 4 years ago

Blind Source Separation and Supervised Dimension Reduction for Time Series

Different estimators are provided to solve the blind source separation problem for multivariate time series with stochastic volatility and supervised dimension reduction problem for multivariate time series. Different functions based on AMUSE and SOBI are also provided for estimating the dimension of the white noise subspace. The package is fully described in Nordhausen, Matilainen, Miettinen, Virta and Taskinen (2021) .

arfima — by JQ Veenstra, 3 years ago

Fractional ARIMA (and Other Long Memory) Time Series Modeling

Simulates, fits, and predicts long-memory and anti-persistent time series, possibly mixed with ARMA, regression, transfer-function components. Exact methods (MLE, forecasting, simulation) are used. Bug reports should be done via GitHub (at < https://github.com/JQVeenstra/arfima>), where the development version of this package lives; it can be installed using devtools.

Metrics — by Michael Frasco, 7 years ago

Evaluation Metrics for Machine Learning

An implementation of evaluation metrics in R that are commonly used in supervised machine learning. It implements metrics for regression, time series, binary classification, classification, and information retrieval problems. It has zero dependencies and a consistent, simple interface for all functions.