tsclean {forecast} | R Documentation |
Uses loess for non-seasonal series and a periodic stl decompostion with seasonal series to identify and replace outliers. To estimate missing values, linear interpolation is used for non-seasonal series, and a periodic stl decompostion is used with seasonal series.
tsclean(x, replace.missing = TRUE, lambda = NULL)
x |
time series |
replace.missing |
If TRUE, it not only replaces outliers, but also interpolates missing values |
lambda |
a numeric value giving the Box-Cox transformation parameter |
Time series
Rob J Hyndman
data(gold) tsclean(gold)