The R package
tsgeneration provides efficient algorithms for generating time series with
diverse and controllable characteristics.
You can install the development version of
tsgeneration 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
- R package
tsfeaturesfrom GitHub Repository.
- Kang, Y., Hyndman, R., and Li, F. (2018). Efficient generation of time series with diverse and controllable characteristics. Working paper.
This package is free and open source software, licensed under GPL-3.