NEWS
TSstudio 0.1.7 (2023-08-09)
- Replacing deprecated functions:
ts_split
- replacing the is.tsibble
function with is_tsibble
function
ts_grid
- replacing the future package lapply function with the parallel
package implementation
TSstudio 0.1.6 (2020-01-21)
- Fixing errors on the
train_model
function:
- Error with the forecast output
- Error with the nnetar model
- Replacing the
xts::indexClass
function with xts::tclass
function
- Removing the
ts_backtesting
function, which was replaced by the train_model
function
- Removing the
ts_acf
and ts_pacf
functions, the ts_cor
will replace them
- Removing the
bsts
package from the package dependency
TSstudio 0.1.5 (2019-10-28)
Package license
Changing the package license from GPL-3 to MIT
New functions
- train_model - a flexible framework for training, testing, evaluating, and forecasting models. This function provides the ability to run multiple models with backtesting or single training/testing partitions
- plot_model - animation the performance of the train_model output on the backtesting partitions
- plot_error - plotting the error distribution of the train_model output
- ts_cor - for acf and pacf plots with seasonal lags
- arima_diag - a diagnostic plot for identify the AR, MA and differencing components of the ARIMA model
Deprecated functions
- ts_backtesting - will be replaced by the train_model function
- ts_acf / ts_pacf functions - will be replaced by the ts_cor function
Fix errors
- ts_seasonal - aligning the box plot color
- ts_plot - setting the dash and marker mode for multiple time series
TSstudio 0.1.4 (2019-04-13)
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
TSstudio 0.1.3 (2018-11-25)
- 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
TSstudio 0.1.2 (2018-09-21)
New functions
- ts_backtesting - a horce race of multiple forecasting models with backtesting
- ts_quantile - time series quantile plot for time series data
- ts_seasonal - supports multiple inputs and new color palattes
TSstudio 0.1.1 (2018-02-07)
New functions
- 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
- 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
TSstudio 0.1.0 (2018-01-03)
- 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