Exploit Data Leakages in Time Series Forecasting Competitions

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Documentation for package ‘tsdataleaks’ version 2.1.1

• DESCRIPTION file.
• User guides, package vignettes and other documentation.

Help Pages

find_dataleaks	Correlation calculation based on rolling window with overlapping observations.
reason_dataleaks	Correlation calculation based on rolling window with overlapping observations.
ts.match	Correlation calculation based on rolling window with overlapping observations.
viz_dataleaks	Correlation calculation based on rolling window with overlapping observations.