CRAN 任务视图:时间序列分析

维护者Rob J Hyndman,Rebecca Killick
联系方式Rob.Hyndman at monash.edu
版本2023-03-30
URLhttps://CRAN.R-project.org/view=TimeSeries
源代码https://github.com/cran-task-views/TimeSeries/
贡献欢迎对本任务视图提出建议和改进,可以通过 GitHub 上的问题或拉取请求,或通过电子邮件发送给维护者地址。有关更多详细信息,请参阅 贡献指南.
引用Rob J Hyndman,Rebecca Killick (2023)。CRAN 任务视图:时间序列分析。版本 2023-03-30。URL https://CRAN.R-project.org/view=TimeSeries.
安装可以使用 ctv 包自动安装此任务视图中的包。例如,ctv::install.views("TimeSeries", coreOnly = TRUE) 安装所有核心包,或 ctv::update.views("TimeSeries") 安装所有尚未安装和更新的包。有关更多详细信息,请参阅 CRAN 任务视图计划.

Base R 附带了许多对时间序列有用的功能,特别是在 stats 包中。这得到了 CRAN 上许多包的补充,这些包将在下面简要概述。时间序列工具与针对特定领域设计的工具之间存在重叠,包括 计量经济学金融环境统计学.

此视图中的包可以大致分为以下主题。如果您认为列表中缺少某些包,请告知我们,可以通过电子邮件发送给维护者,或在上面链接的 GitHub 存储库中提交问题或拉取请求。

基础

时间和日期

时间序列类

预测和单变量建模

频谱分析

分解和过滤

季节性

平稳性、单位根和协整

非线性时间序列分析

动态回归模型

多元时间序列模型

大量时间序列的分析

动态时间规整

函数时间序列

矩阵和张量值时间序列

连续时间模型

重采样

时间序列数据

其他

CRAN 软件包

核心fable, feasts, forecast, tseries, tsibble, zoo.
常规acp, AER, africamonitor, aion, almanac, anytime, ARCensReg, ArDec, ARDL, ardl.nardl, arfima, arima2, ASSA, astsa, autostsm, BayesARIMAX, bayesdfa, bayesforecast, bayesianVARs, bayesRecon, BAYSTAR, bentcableAR, BETS, beyondWhittle, bfast, BGVAR, bigtime, BigVAR, biwavelet, blocklength, BMTAR, BNPTSclust, boiwsa, boot, BootPR, bootUR, breakfast, bspec, bssm, bsts, bsvars, bundesbank, BVAR, bvartools, CADFtest, carfima, CFtime, changepoint, changepoint.geo, changepoint.np, chron, clock, CNLTtsa, coconots, cointReg, collapse, costat, CptNonPar, ctbi, data.table, dataseries, datetimeoffset, DChaos, dCovTS, depmix, depmixS4, deseats, dfms, diffusion, DIMORA, disaggR, dLagM, dlm, dlnm, dsa, DTSg, dtts, dtw, dtwclust, dygraphs, dyn, dynlm, EBMAforecast, ecb, Ecdat, ecm, ecp, EMD, ensembleBMA, era, esemifar, EXPARMA, expsmooth, fable.prophet, fabletools, factorstochvol, fanplot, fastcpd, fastTS, FAVAR, FCVAR, fdaACF, FeedbackTS, fGarch, finnts, FinTS, FKF, FKF.SP, flap, fma, fnets, fNonlinear, ForeCA, ForecastComb, forecastHybrid, forecastLSW, forecastML, FoReco, ForeComp, forecTheta, fpcb, fpp2, fpp3, fracdiff, fredr, freqdom, freqdom.fda, funtimes, garma, GAS, gasmodel, gdpc, ggdemetra, ggseas, glarma, GlarmaVarSel, GMDH, gmvarkit, GNAR, graphicalVAR, gravitas, greybox, gsarima, gsignal, HDTSA, hht, hpfilter, hts, hwwntest, imputeTestbench, imputeTS, IncDTW, influxdbr, InspectChangepoint, itsmr, jalcal, kalmanfilter, KFAS, kza, legion, locits, lomb, LongMemoryTS, lpacf, LSTS, LSWPlib, ltsa, lubridate, m5, MAPA, mAr, mar1s, MARSS, mbsts, Mcomp, meboot, mFilter, mgm, mixAR, mlVAR, modeltime, modeltime.ensemble, modeltime.resample, mondate, mosum, mrf, MSwM, MTS, mtsdi, multDM, MultiGlarmaVarSel, MultipleBubbles, multitaper, mvLSW, mvLSWimpute, nanotime, nardl, nets, NlinTS, nlts, nnfor, nonlinearTseries, nsarfima, NTS, NVAR, onlineforecast, opera, otsad, otsfeatures, paleoTS, partsm, parttime, pastecs, pcdpca, pcts, pdc, pdfetch, perARMA, pomp, portes, profoc, prophet, psd, PSF, PTSR, ptw, Qardl, qlcal, Quandl, quantspec, Rbeast, Rcatch22, rdbnomics, readabs, regspec, resde, RGENERATE, rhosa, RJDemetra, Rlgt, Rlibeemd, RMAWGEN, robfilter, RobKF, roll, RSEIS, Rsfar, Rssa, RTFA, RTransferEntropy, rts, rucrdtw, rugarch, runner, runstats, rwebstat, samadb, sazedR, scoringRules, scoringutils, sde, seas, season, seasonal, seasonalview, seer, setartree, Sim.DiffProc, SLBDD, sleekts, slider, smooth, smoots, sparseDFM, sparsevar, spectral, spINAR, spTimer, statespacer, STFTS, stlplus, stochvol, stR, strucchange, strucchangeRcpp, StructuralDecompose, sufficientForecasting, sugrrants, surveillance, svars, sweep, sym.arma, synthesis, tbrf, Tcomp, tempdisagg, TensorPreAve, tensorTS, testcorr, tfarima, tframe, theft, thief, Tides, timechange, timeDate, timeless, timeSeries, timeseriesdb, timetk, timsac, tis, tpr, trend, TSA, TSANN, tsbox, tsBSS, TSclust, tscount, tsdataleaks, tsdb, tsdecomp, TSdeeplearning, tsdisagg2, TSdisaggregation, TSdist, tsDyn, TSEntropies, tseriesChaos, tseriesEntropy, tseriesTARMA, tsfeatures, tsfknn, tsibbledata, tsibbletalk, tsintermittent, TSLSTM, TSLSTMplus, tsModel, tsnet, tsoutliers, tsPI, TSrepr, tsrobprep, tssim, TSstudio, TSTutorial, tsutils, tswge, twdtw, UComp, ugatsdb, uGMAR, urca, uroot, VAR.etp, VARDetect, vars, VARshrink, VedicDateTime, WaveletComp, wavelets, waveslim, wavethresh, wavScalogram, WeightedPortTest, wktmo, x12, x13binary, xts, yuima, ZIM, ZINARp, ZRA.
已归档dse, fsMTS, gratis, mssm, odpc.

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