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Time Series Analysis Package

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TimeSeriesAnalysis/Decomposition
decompose a time series into level, residuals, and potentially trend and seasonal components


TimeSeriesAnalysis/Forecast
forecast a time series using an exponential smoothing model

TimeSeriesAnalysis/Initialize
initialize an exponential smoothing model

TimeSeriesAnalysis/LogLikelihood
log likelihood of a time series coming from an exponential smoothing model

TimeSeriesAnalysis/NumberOfParameters
number of parameters of an exponential smoothing model

TimeSeriesAnalysis/OneStepForecasts
generate 1-step forecasts for a time series using an exponential smoothing model

TimeSeriesAnalysis/Optimize
fit parameters of an exponential smoothing model to a time series

TimeSeriesAnalysis/Specialize
specialize an exponential smoothing model

TimeSeriesAnalysis/AIC
Akaike's information criterion

TimeSeriesAnalysis/GetParameter
get the value of one or more parameters of a model

TimeSeriesAnalysis/GetData
obtain raw data from time series

TimeSeriesAnalysis/Join
Join time series together

TimeSeriesAnalysis/LongestDefinedSubsequence
obtain a longest non-missing subsequence

TimeSeriesAnalysis/TimeSeries
object representing time series data

TimeSeriesAnalysis/BoxCoxTransform
Box-Cox transformation

TimeSeriesAnalysis/Difference
differencing transformation

TimeSeriesAnalysis/SeasonalSubseriesPlot
display seasonal time series data

TimeSeriesAnalysis/TimeSeriesPlot
display time series data

TimeSeriesAnalysis
Overview of the TimeSeriesAnalysis Package

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