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2024 Mar 28
0
New package - fastTS
Hi R enthusiasts, I am happy to announce a new package available on CRAN: fastTS (https://cran.r-project.org/web/packages/fastTS/). fastTS is especially useful for large time series with exogenous features and/or complex seasonality (i.e. with multiple modes), allowing for possibly high-dimensional feature sets. The method can also facilitate inference on exogenous features, conditional on a
2024 Mar 28
0
New package - fastTS
Hi R enthusiasts, I am happy to announce a new package available on CRAN: fastTS (https://cran.r-project.org/web/packages/fastTS/). fastTS is especially useful for large time series with exogenous features and/or complex seasonality (i.e. with multiple modes), allowing for possibly high-dimensional feature sets. The method can also facilitate inference on exogenous features, conditional on a