Time series auxiliary functions used in the tsmodels packages, grouped into the following 6 areas (see vignette for more details):
| Group | Description |
|---|---|
| Anomalies | Anomaly detection |
| Calendar/Time | Inference and conversion utilities for time/dates |
| Metrics | Performance metrics for point and distributional forecasts |
| Simulation | Simulation by parts including Trend, Seasonal, ARMA, Irregular and Anomalies |
| Transformations | Data transformations including Box-Cox, Logit, Softplus-Logit, and Sigmoid |
| Miscellaneous | Miscellaneous functions |