ykang / Gratis
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GRATIS: GeneRAting TIme Series with diverse and controllable characteristics
Stars: ✭ 51
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r
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gratis 
The R package gratis (previously known as tsgeneration) provides efficient algorithms for generating time series with
diverse and controllable characteristics.
Installation
CRAN version
install.packages("gratis")
Development version
You can install the development version of gratis package from GitHub
Repository with:
devtools::install_github("ykang/gratis")
Usage
Load the package
require("gratis")
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
app_gratis()
Or visit our online Shiny APP
See also
- R package
tsfeaturesfrom GitHub Repository.
References
- Kang, Y., Hyndman, R., and Li, F. (2020). GRATIS: GeneRAting TIme Series with diverse and controllable characteristics. Statistical Analysis and Data Mining.
License
This package is free and open source software, licensed under GPL-3.
Acknowledgements
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.
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