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4 changes: 3 additions & 1 deletion .gitignore
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@@ -1,3 +1,5 @@

.Rhistory
.RData
sync.ffs_db
*.ffs_db
.Rproj.user
12 changes: 9 additions & 3 deletions DESCRIPTION
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@@ -1,16 +1,22 @@
Package: tsutils
Type: Package
Title: Time Series Exploration, Modelling and Forecasting
Version: 0.9.2
Version: 0.9.3
Authors@R: c(
person("Nikolaos", "Kourentzes",, "nikolaos@kourentzes.com", c("aut", "cre")),
person("Ivan", "Svetunkov",, "ivan@svetunkov.ru", c("ctb")),
person("Oliver", "Schaer",, "info@oliverschaer.ch", c("ctb")))
Description: 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.
Imports: RColorBrewer, forecast, MAPA, plotrix
Imports:
RColorBrewer,
forecast,
MAPA,
plotrix,
generics
Suggests: thief
License: GPL-3
Encoding: UTF-8
LazyData: true
URL: https://github.com/trnnick/tsutils/
RoxygenNote: 6.1.1
RoxygenNote: 7.1.2
Roxygen: list(old_usage = TRUE)
2 changes: 1 addition & 1 deletion NAMESPACE
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Expand Up @@ -39,7 +39,7 @@ importFrom(RColorBrewer,brewer.pal)
importFrom(forecast,Arima)
importFrom(forecast,ets)
importFrom(forecast,forecast)
importFrom(forecast,forecast.ets)
importFrom(generics,forecast)
importFrom(grDevices,colorRampPalette)
importFrom(grDevices,gray)
importFrom(grDevices,rainbow)
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3 changes: 3 additions & 0 deletions NEWS.md
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@@ -1,3 +1,6 @@
# VERSION 0.9.2 (07 Mar 2022)
- Import forecast from generics

# VERSION 0.9.2 (06 Feb 2020)
- Added functions Sthief and plotSthief.
- Fixed class() check for abc.R, xyz.R and theta.R
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15 changes: 8 additions & 7 deletions R/cmav.R
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Expand Up @@ -20,6 +20,7 @@
#' @examples
#' cmav(referrals,outplot=TRUE)
#'
#' @importFrom forecast ets
#' @export cmav

cmav <- function(y,ma=NULL,fill=c(TRUE,FALSE),outplot=c(FALSE,TRUE),fast=c(TRUE,FALSE)){
Expand Down Expand Up @@ -68,20 +69,20 @@ cmav <- function(y,ma=NULL,fill=c(TRUE,FALSE),outplot=c(FALSE,TRUE),fast=c(TRUE,
if (fill == TRUE){
if (fast == FALSE){
if ((n-mlbounds[2]) >= 1){
cma[(mlbounds[2]+1):n] <- as.vector(forecast::forecast.ets(forecast::ets(cma[(mlbounds[1]:mlbounds[2])],
model="ZZN"),h=(n-mlbounds[2]))$mean)
cma[(mlbounds[2]+1):n] <- as.vector(forecast(ets(cma[(mlbounds[1]:mlbounds[2])],
model="ZZN"),h=(n-mlbounds[2]))$mean)
}
if ((mlbounds[1]-1) >= 1){
cma[1:(mlbounds[1]-1)] <- rev(as.vector(forecast::forecast.ets(forecast::ets(rev(cma[(mlbounds[1]:mlbounds[2])]),
model="ZZN"),h=(mlbounds[1]-1))$mean))
cma[1:(mlbounds[1]-1)] <- rev(as.vector(forecast(ets(rev(cma[(mlbounds[1]:mlbounds[2])]),
model="ZZN"),h=(mlbounds[1]-1))$mean))
}
} else {
fit <- forecast::ets(cma[(mlbounds[1]:mlbounds[2])],model="AZN")
fit <- ets(cma[(mlbounds[1]:mlbounds[2])],model="AZN")
if ((n-mlbounds[2]) >= 1){
cma[(mlbounds[2]+1):n] <- as.vector(forecast::forecast.ets(fit,h=(n-mlbounds[2]))$mean)
cma[(mlbounds[2]+1):n] <- as.vector(forecast(fit,h=(n-mlbounds[2]))$mean)
}
if ((mlbounds[1]-1) >= 1){
cma[1:(mlbounds[1]-1)] <- rev(as.vector(forecast::forecast.ets(forecast::ets(rev(cma[mlbounds[1]:mlbounds[2]]),
cma[1:(mlbounds[1]-1)] <- rev(as.vector(forecast(ets(rev(cma[mlbounds[1]:mlbounds[2]]),
fit,use.initial.values=FALSE),h=(mlbounds[1]-1))$mean))
}
}
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3 changes: 2 additions & 1 deletion R/tsutils-package.R
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Expand Up @@ -54,7 +54,8 @@
#'
#' @importFrom graphics plot lines par points polygon axis image abline box text boxplot legend mtext
#' @importFrom stats frequency friedman.test qtukey na.exclude sd ts pbinom median density quantile start cor.test deltat end optim time tsp
#' @importFrom forecast ets forecast.ets Arima forecast
#' @importFrom forecast ets Arima
#' @importFrom generics forecast
#' @importFrom RColorBrewer brewer.pal
#' @importFrom grDevices colorRampPalette gray rgb rainbow
#' @importFrom utils tail head
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3 changes: 1 addition & 2 deletions man/coxstuart.Rd

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6 changes: 3 additions & 3 deletions man/decomp.Rd

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3 changes: 1 addition & 2 deletions man/seasdummy.Rd

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4 changes: 2 additions & 2 deletions man/theta.Rd

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1 change: 0 additions & 1 deletion man/tsutils.Rd

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3 changes: 1 addition & 2 deletions man/xyz.Rd

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