Changes in version 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 Changes in version 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 Changes in version 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 Changes in version 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 Changes in version 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 Changes in version 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 Changes in version 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 Changes in version 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