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tsrobprep

Robust Preprocessing of Time Series Data

v0.3.2 · Feb 22, 2022 · MIT + file LICENSE

Description

Methods for handling the missing values outliers are introduced in this package. The recognized missing values and outliers are replaced using a model-based approach. The model may consist of both autoregressive components and external regressors. The methods work robust and efficient, and they are fully tunable. The primary motivation for writing the package was preprocessing of the energy systems data, e.g. power plant production time series, but the package could be used with any time series data. For details, see Narajewski et al. (2021) <doi:10.1016/j.softx.2021.100809>.

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r-devel-linux-x86_64-fedora-gcc OK
r-devel-macos-arm64 OK
r-devel-windows-x86_64 OK
r-oldrel-macos-arm64 OK
r-oldrel-macos-x86_64 OK
r-oldrel-windows-x86_64 OK
r-patched-linux-x86_64 OK
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NOTE r-devel-linux-x86_64-debian-clang

CRAN incoming feasibility

Maintainer: ‘Michał Narajewski <michal.narajewski@uni-due.de>’

Package CITATION file contains call(s) to old-style personList() or
as.personList().  Please use c() on person objects instead.
Package CITATION file contains call(s) to old-style citEntry().  Please
use bibentry() instead.
NOTE r-devel-linux-x86_64-debian-gcc

CRAN incoming feasibility

Maintainer: ‘Michał Narajewski <michal.narajewski@uni-due.de>’

Package CITATION file contains call(s) to old-style personList() or
as.personList().  Please use c() on person objects instead.
Package CITATION file contains call(s) to old-style citEntry().  Please
use bibentry() instead.

Check History

NOTE 12 OK · 2 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE Mar 10, 2026
NOTE r-devel-linux-x86_64-debian-clang

CRAN incoming feasibility

Maintainer: ‘Michał Narajewski <michal.narajewski@uni-due.de>’

Package CITATION file contains call(s) to old-style personList() or
as.personList().  Please use c() on person objects instead.
Package CITATION file contains call(s) to old-style citEntry().  Please
use bibentry() instead.
NOTE r-devel-linux-x86_64-debian-gcc

CRAN incoming feasibility

Maintainer: ‘Michał Narajewski <michal.narajewski@uni-due.de>’

Package CITATION file contains call(s) to old-style personList() or
as.personList().  Please use c() on person objects instead.
Package CITATION file contains call(s) to old-style citEntry().  Please
use bibentry() instead.

Dependency Network

Dependencies Reverse dependencies glmnet MASS Matrix mclust quantreg Rdpack textTinyR zoo tsrobprep

Version History

new 0.3.2 Mar 10, 2026
updated 0.3.2 ← 0.3.1 diff Feb 21, 2022
updated 0.3.1 ← 0.3.0 diff Jul 12, 2021
updated 0.3.0 ← 0.1.0 diff Jun 29, 2021
updated 0.1.0 ← 0.0.0.2 diff Apr 10, 2021
updated 0.0.0.2 ← 0.0.0.1 diff Nov 4, 2020
new 0.0.0.1 Sep 10, 2020