The R package
gratis (previously known as
tsgeneration) provides efficient algorithms for generating time series with
diverse and controllable characteristics.
You can install the development version of
gratis package from GitHub
Load the package
Generate diverse time series
x <- generate_ts(n.ts = 2, freq = 12, nComp = 2, n = 120) x$N1$pars autoplot(x$N1$x)
Generate mutiple seasonal time series
x <- generate_msts(seasonal.periods = c(7, 365), n = 800, nComp = 2) autoplot(x)
Generate time series with controllable features
x <- generate_ts_with_target(n = 1, ts.length = 60, freq = 1, seasonal = 0, features = c('entropy', 'stl_features'), selected.features = c('entropy', 'trend'), target = c(0.6, 0.9)) autoplot(x)
You could run the time series generation procedure in a web application
Or visit our online Shiny APP
- R package
tsfeaturesfrom GitHub Repository.
- Kang, Y., Hyndman, R., and Li, F. (2018). GRATIS: GeneRAting TIme Series with diverse and controllable characteristics. Working paper on arXiv.
This package is free and open source software, licensed under GPL-3.
Feng Li and Yanfei Kang are supported by the National Natural Science Foundation of China (No. 11501587 and No. 11701022 respectively). Rob J Hyndman is supported by the Australian Centre of Excellence in Mathematical and Statistical Frontiers.