Efficient generation of time series with diverse and controllable characteristics
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README.md

tsgeneration

The R package tsgeneration provides efficient algorithms for generating time series with diverse and controllable characteristics.

Installation

You can install the development version of tsgeneration package from GitHub Repository with:

devtools::install_github("ykang/tsgeneration")

Usage

Load the package

require("tsgeneration")

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)

Web application

You could run the time series generation procedure in a web application

run_tsgeneration_app()

See also

References

  • Kang, Y., Hyndman, R., and Li, F. (2018). Efficient generation of time series with diverse and controllable characteristics. Working paper.

License

This package is free and open source software, licensed under GPL-3.