A new version (0.1.5) of the TSstudio package was pushed to CRAN last month. The release includes new functions as well as bug fixing, and update of the package license (modified from GPL-3 to MIT).

New features

  • train_model - a flexible framework for training, testing, evaluating, and forecasting models. This function provides the ability to run multiple models with backtesting or single training/testing partitions. This function will replace the ts_backtesting function which will deprecated in the next release.

  • plot_model - animation the performance of the train_model output on the backtesting partitions

  • plot_error - plotting the error distribution of the train_model output

  • ts_cor - for ACF and PACF plots with seasonal lags, this function will replace the ts_acf and ts_pacf functions that will deprecated in the next release.

  • arima_diag - a diagnostic plot for identify the AR, MA and differencing components of the ARIMA model

Fix errors

  • ts_seasonal - aligning the box plot color
  • ts_plot - setting the dash and marker mode for multiple time series