stsm_na_kalman {autostsm} | R Documentation |
Simplified version taken from the 'imputeTS' package. Uses Kalman Smoothing on structural time series models for imputation. It uses "StructTS" to build a "basic structural model" if the frequency of y is greater than 1. Otherwise, it uses a local trend model.
stsm_na_kalman(y)
y |
Univariate time series |