na.seasplit

na.seasplit is replaced by <code>na_seasplit</code>.
The functionality stays the same. The new name better fits modern R code
style guidelines (which prefer _ over . in function names).

internal

Imputation (replacement) of missing values
in univariate time series.
Offers several imputation functions
and missing data plots.
Available imputation algorithms include:
'Mean', 'LOCF', 'Interpolation',
'Moving Average', 'Seasonal Decomposition',
'Kalman Smoothing on Structural Time Series models',
'Kalman Smoothing on ARIMA models'. Published in Moritz and Bartz-Beielstein (2017)
<doi:10.32614/RJ-2017-009>.

Steffen Moritz

imputeTS

Time Series Missing Value Imputation

Sebastian Gatscha

Earo Wang

Ron Hause

na.seasplit function

<dl><dt>x</dt>
<dd>Numeric Vector (<code><a href="/link/vector?package=imputeTS&version=3.3" data-mini-rdoc="imputeTS::vector">vector</a></code>) or Time Series (<code><a href="/link/ts?package=imputeTS&version=3.3" data-mini-rdoc="imputeTS::ts">ts</a></code>)
object in which missing values shall be replaced</dd>
<dt>algorithm</dt>
<dd>Algorithm to be used after splits.
Accepts the following input:<ul>
<li>"interpolation" - Imputation by Interpolation (default choice)</li>
<li>"locf" - Imputation by Last Observation Carried Forward</li>
<li>"mean" - Imputation by Mean Value</li>
<li>"random" - Imputation by Random Sample</li>
<li>"kalman" - Imputation by Kalman Smoothing and State Space Models</li>
<li>"ma" - Imputation by Weighted Moving Average</li>
</ul></dd>
<dt>find_frequency</dt>
<dd>If TRUE the algorithm will try to estimate the frequency
of the time-series automatically.</dd>
<dt>maxgap</dt>
<dd>Maximum number of successive NAs to still perform imputation on.
Default setting is to replace all NAs without restrictions. With this
option set, consecutive NAs runs, that are longer than 'maxgap' will
be left NA. This option mostly makes sense if you want to
treat long runs of NA afterwards separately.</dd>
<dt>...</dt>
<dd>Additional parameters for these algorithms that can be
passed through. Look at <code>na_interpolation</code>,
<code>na_locf</code>, <code>na_random</code>,
<code>na_mean</code> for parameter options.</dd></dl>

Arguments

Deprecated use na_seasplit instead. — na.seasplit

<dl>

<dt>x</dt>
<dd>Numeric Vector (<code><a href='https://rdrr.io/r/base/vector.html'>vector</a></code>) or Time Series (<code><a href='https://rdrr.io/r/stats/ts.html'>ts</a></code>)
object in which missing values shall be replaced</dd>


<dt>algorithm</dt>
<dd>Algorithm to be used after splits.
Accepts the following input:<ul>
<li>"interpolation" - Imputation by Interpolation (default choice)</li>
<li>"locf" - Imputation by Last Observation Carried Forward</li>
<li>"mean" - Imputation by Mean Value</li>
<li>"random" - Imputation by Random Sample</li>
<li>"kalman" - Imputation by Kalman Smoothing and State Space Models</li>
<li>"ma" - Imputation by Weighted Moving Average</li>
</ul></dd>


<dt>find_frequency</dt>
<dd>If TRUE the algorithm will try to estimate the frequency
of the time-series automatically.</dd>


<dt>maxgap</dt>
<dd>Maximum number of successive NAs to still perform imputation on.
Default setting is to replace all NAs without restrictions. With this
option set, consecutive NAs runs, that are longer than 'maxgap' will
be left NA. This option mostly makes sense if you want to
treat long runs of NA afterwards separately.</dd>


<dt>...</dt>
<dd>Additional parameters for these algorithms that can be
passed through. Look at <code>na_interpolation</code>,
<code>na_locf</code>, <code>na_random</code>,
<code>na_mean</code> for parameter options.</dd>

</dl>

na.seasplit: Deprecated use `na_seasplit` instead.

Description

Usage

Arguments