tsrobprep
Robust Preprocessing of Time Series Data
Methods for handling the missing values outliers are introduced in this package. The recognized missing values and outliers are replaced using a model-based approach. The model may consist of both autoregressive components and external regressors. The methods work robust and efficient, and they are fully tunable. The primary motivation for writing the package was preprocessing of the energy systems data, e.g. power plant production time series, but the package could be used with any time series data. For details, see Narajewski et al. (2021)
- Version0.3.2
- R version≥ 3.2.0
- LicenseMIT
- Licensefile LICENSE
- Needs compilation?No
- tsrobprep citation info
- Last release02/22/2022
Documentation
Team
Michał Narajewski
Jens Kley-Holsteg
Show author detailsRolesAuthorFlorian Ziel
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- Depends1 package
- Imports9 packages