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TSF

Two Stage Forecasting (TSF) for Long Memory Time Series in Presence of Structural Break

Forecasting of long memory time series in presence of structural break by using TSF algorithm by Papailias and Dias (2015) <doi:10.1016/j.ijforecast.2015.01.006>.

Versions across snapshots

VersionRepositoryFileSize
0.1.1 rolling linux/jammy R-4.5 TSF_0.1.1.tar.gz 20.0 KiB
0.1.1 rolling linux/noble R-4.5 TSF_0.1.1.tar.gz 20.0 KiB
0.1.1 rolling source/ R- TSF_0.1.1.tar.gz 2.7 KiB
0.1.1 latest linux/jammy R-4.5 TSF_0.1.1.tar.gz 20.0 KiB
0.1.1 latest linux/noble R-4.5 TSF_0.1.1.tar.gz 20.0 KiB
0.1.1 latest source/ R- TSF_0.1.1.tar.gz 2.7 KiB
0.1.1 2026-04-26 source/ R- TSF_0.1.1.tar.gz 2.7 KiB
0.1.1 2026-04-23 source/ R- TSF_0.1.1.tar.gz 2.7 KiB
0.1.1 2026-04-09 windows/windows R-4.5 TSF_0.1.1.zip 22.5 KiB
0.1.1 2025-04-20 source/ R- TSF_0.1.1.tar.gz 2.7 KiB

Dependencies (latest)

Imports