Statistical Learning for Big Dependent Data

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Documentation for package ‘SLBDD’ version 0.0.4

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arimaID Automatic Modeling of a Scalar Time Series
arimaSpec Automatic Modeling of a Scalar Non-Seasonal Time Series
chksea Check the Seasonality of Each Component of a Multiple Time Series
chktrans Check for Possible Non-linear Transformations of a Multiple Time Series
clothing Cloth sales in China
ClusKur Cluster Identification Procedure using Projections on Directions of Extreme Kurtosis Coefficient
CPIEurope200015 Price Indexes EUUS
dfmpc Dynamic Factor Model by Principal Components
DLdata Create an input data matrix for a Deep learning program that uses time series data.
draw.coef Random Draw of Coefficients for AR Models and MA Models
edqplot Plot the Observed Time Series and Selected EDQs (Empirical Dynamic Quantiles)
edqts Empirical Dynamic Quantile for Visualization of High-Dimensional Time Series
FREDMDApril19 Federal Reserve Bank at St Louis.
gap.clus Gap statistics
GCCclus Clustering of Time Series Using the Generalized Cross Correlation Measure of Linear dependency
GCCmatrix Generalized Cross-Correlation Matrix
gdpsimple6c8018 Growth of GDP in 6 Countries
i.plot Plot a Selected Time Series Using Quantile as the Background
i.qplot Plot the Closest Series to a Given Timewise Quantile Series
i.qrank Rank Individual Time Series According to a Given Timewise Quantile Series
Lambda.sel Select the Penalty Parameter of LASSO-type Linear Regression
locations032017 Locations of Air-Box Devices in Taiwan
mdec1to5 Monthly Simple Returns of United States Market Portfolios.
mexpimpcnus Monthly Exports and Imports of China and United States.
mts.plot Plot Multiple Time Series in One Frame
mts.qplot Plot Timewise Quantiles in One Frame
outlier.plot Find Outliers Using an Upper and a Lower Timewise Quantile Series
outlierLasso Outliers LASSO
outliers.hdts Multivariate Outlier Detection
PElectricity1344 Electricity Prices in New England and USA
quantileBox Quantile Boxplot
rnnStream Setup the Input and Output for a Recurrent Neural Network
sarimaSpec Automatic Modeling of a Scalar Seasonal Time Series
scatterACF Scatterplot of Two Selected-lag Autocorrelation Functions
SelectedSeries Identified the Series with the Given Order
silh.clus Find the Number of Clusters by the Standard Silhouette Statistics
sim.urarima Generate Unit-root ARIMA Possibly Seasonal Time Series
sSelectedSeries Selected Seasonal Time Series
sSummaryModel Collects All Models Specified by "sarimaSpec"
stepp Stepp
Stockindexes99world World Stock Indexes
Summaryccm Summary Statistics of Cross-Correlation Matrices
SummaryModel Collects All Models Specified by "arimaSpec"
SummaryOutliers Summary Outliers
TaiwanAirBox032017 Hourly PM25 Measurements from Air-Box Devices in Taiwan
TaiwanPM25 Hourly PM25 Measurements in Taiwan
temperatures World Temperatures
ts.box Boxplots of the Medians of Subperiods
tsBoost Boosting with Simple Linear Regression
UMEdata20002018 Quarterly Economic Series of the European Monetary Union