
forecast - Forecasting Functions for Time Series and Linear Models
Methods and tools for displaying and analysing univariate time series forecasts including exponential smoothing via state space models and automatic ARIMA modelling.
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forecastforecastingopenblascpp
20.53 score 1.2k stars 1.3k dependents 22k scripts 484k downloads
tsibble - Tidy Temporal Data Frames and Tools
Provides a 'tbl_ts' class (the 'tsibble') for temporal data in an data- and model-oriented format. The 'tsibble' provides tools to easily manipulate and analyse temporal data, such as filling in time gaps and aggregating over calendar periods.
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14.96 score 544 stars 43 dependents 6.2k scripts 26k downloadsdistributional - Vectorised Probability Distributions
Vectorised distribution objects with tools for manipulating, visualising, and using probability distributions. Designed to allow model prediction outputs to return distributions rather than their parameters, allowing users to directly interact with predictive distributions in a data-oriented workflow. In addition to providing generic replacements for p/d/q/r functions, other useful statistics can be computed including means, variances, intervals, and highest density regions.
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probability-distributionstatisticsvctrs
14.50 score 113 stars 440 dependents 1.2k scripts 391k downloads
fable - Forecasting Models for Tidy Time Series
Provides a collection of commonly used univariate and multivariate time series forecasting models including automatically selected exponential smoothing (ETS) and autoregressive integrated moving average (ARIMA) models. These models work within the 'fable' framework provided by the 'fabletools' package, which provides the tools to evaluate, visualise, and combine models in a workflow consistent with the tidyverse.
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forecastingcpp
13.43 score 583 stars 7 dependents 2.4k scripts 12k downloads
feasts - Feature Extraction and Statistics for Time Series
Provides a collection of features, decomposition methods, statistical summaries and graphics functions for the analysing tidy time series data. The package name 'feasts' is an acronym comprising of its key features: Feature Extraction And Statistics for Time Series.
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12.51 score 309 stars 9 dependents 1.9k scripts 10k downloadsfabletools - Core Tools for Packages in the 'fable' Framework
Provides tools, helpers and data structures for developing models and time series functions for 'fable' and extension packages. These tools support a consistent and tidy interface for time series modelling and analysis.
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12.45 score 96 stars 24 dependents 590 scripts 14k downloads
rticles - Article Formats for R Markdown
A suite of custom R Markdown formats and templates for authoring journal articles and conference submissions.
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articlejournalpaperrmarkdown
11.80 score 1.5k stars 3 dependents 179 scripts 11k downloadstsfeatures - Time Series Feature Extraction
Methods for extracting various features from time series data. The features provided are those from Hyndman, Wang and Laptev (2013) <doi:10.1109/ICDMW.2015.104>, Kang, Hyndman and Smith-Miles (2017) <doi:10.1016/j.ijforecast.2016.09.004> and from Fulcher, Little and Jones (2013) <doi:10.1098/rsif.2013.0048>. Features include spectral entropy, autocorrelations, measures of the strength of seasonality and trend, and so on. Users can also define their own feature functions.
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feature-extractiontime-series
11.68 score 261 stars 21 dependents 358 scripts 18k downloads
vitae - Curriculum Vitae for R Markdown
Provides templates and functions to simplify the production and maintenance of curriculum vitae.
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cvozunconf18resumeunconf
11.20 score 1.3k stars 776 scripts 1.0k downloadshdrcde - Highest Density Regions and Conditional Density Estimation
Computation of highest density regions in one and two dimensions, kernel estimation of univariate density functions conditional on one covariate,and multimodal regression.
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11.02 score 25 stars 173 dependents 158 scripts 14k downloads
fpp3 - Data for "Forecasting: Principles and Practice" (3rd Edition)
All data sets required for the examples and exercises in the book "Forecasting: principles and practice" by Rob J Hyndman and George Athanasopoulos <https://OTexts.com/fpp3/>. All packages required to run the examples are also loaded. Additional data sets not used in the book are also included.
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dataforecasting
9.17 score 157 stars 3.2k scripts 7.4k downloadsdemography - Forecasting Mortality, Fertility, Migration and Population Data
Functions for demographic analysis including lifetable calculations; Lee-Carter modelling; functional data analysis of mortality rates, fertility rates, net migration numbers; and stochastic population forecasting.
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actuarialdemographyforecasting
9.08 score 77 stars 7 dependents 282 scripts 5.3k downloads
fpp2 - Data for "Forecasting: Principles and Practice" (2nd Edition)
All data sets required for the examples and exercises in the book "Forecasting: principles and practice" (2nd ed, 2018) by Rob J Hyndman and George Athanasopoulos <https://otexts.com/fpp2/>. All packages required to run the examples are also loaded.
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dataforecasting
9.07 score 108 stars 1 dependents 2.4k scripts 10.0k downloadsggtime - Grammar of Graphics and Plot Helpers for Time Series Visualization
Extends the capabilities of 'ggplot2' by providing grammatical elements and plot helpers designed for visualizing temporal patterns. The package implements a grammar of temporal graphics, which leverages calendar structures to highlight changes over time. The package also provides plot helper functions to quickly produce commonly used time series graphics, including time plots, season plots, and seasonal sub-series plots.
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8.73 score 24 stars 10 dependents 81 scripts 10k downloadsfma - Data Sets from "Forecasting: Methods and Applications" by Makridakis, Wheelwright & Hyndman (1998)
All data sets from "Forecasting: methods and applications" by Makridakis, Wheelwright & Hyndman (Wiley, 3rd ed., 1998) <https://robjhyndman.com/forecasting/>.
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8.57 score 19 stars 2 dependents 357 scripts 6.0k downloads
hts - Hierarchical and Grouped Time Series
Provides methods for analysing and forecasting hierarchical and grouped time series. The available forecast methods include bottom-up, top-down, optimal combination reconciliation (Hyndman et al. 2011) <doi:10.1016/j.csda.2011.03.006>, and trace minimization reconciliation (Wickramasuriya et al. 2018) <doi:10.1080/01621459.2018.1448825>.
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forecastshtscpp
8.44 score 113 stars 5 dependents 203 scripts 3.2k downloads
tsibbledata - Diverse Datasets for 'tsibble'
Provides diverse datasets in the 'tsibble' data structure. These datasets are useful for learning and demonstrating how tidy temporal data can tidied, visualised, and forecasted.
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datasettsibble
8.30 score 27 stars 2 dependents 796 scripts 6.2k downloadsbinb - 'binb' is not 'Beamer'
A collection of 'LaTeX' styles using 'Beamer' customization for pdf-based presentation slides in 'RMarkdown'. At present it contains 'RMarkdown' adaptations of the LaTeX themes 'Metropolis' (formerly 'mtheme') theme by Matthias Vogelgesang and others (now included in 'TeXLive'), the 'IQSS' them by Ista Zahn (which is included here), and the 'Monash' theme by Rob J Hyndman. Additional (free) fonts may be needed: 'Metropolis' prefers 'Fira', and 'IQSS' requires 'Libertinus'.
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beamerbeamer-presentationbeamer-thememarkdownpdfrmarkdownrmarkdown-beamer
8.01 score 191 stars 2 dependents 2 scripts 704 downloadscricketdata - International Cricket Data
Data on international and other major cricket matches from ESPNCricinfo <https://www.espncricinfo.com> and Cricsheet <https://cricsheet.org>. This package provides some functions to download the data into tibbles ready for analysis.
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cricketcricket-dataozunconf17unconf
7.90 score 91 stars 97 scripts 357 downloadsvital - Tidy Analysis Tools for Mortality, Fertility, Migration and Population Data
Analysing vital statistics based on tools consistent with the tidyverse. Tools are provided for data visualization, life table calculations, computing net migration numbers, Lee-Carter modelling; functional data modelling and forecasting.
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7.78 score 32 stars 26 scripts 165 downloadsMcomp - Data from the M-Competitions
The 1001 time series from the M-competition (Makridakis et al. 1982) <DOI:10.1002/for.3980010202> and the 3003 time series from the IJF-M3 competition (Makridakis and Hibon, 2000) <DOI:10.1016/S0169-2070(00)00057-1>.
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forecastingtime-series
7.74 score 12 stars 2 dependents 408 scripts 4.7k downloadsexpsmooth - Data Sets from "Forecasting with Exponential Smoothing"
Data sets from the book "Forecasting with exponential smoothing: the state space approach" by Hyndman, Koehler, Ord and Snyder (Springer, 2008).
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7.60 score 15 stars 2 dependents 155 scripts 5.7k downloadssugrrants - Supporting Graphs for Analysing Time Series
Provides 'ggplot2' graphics for analysing time series data. It aims to fit into the 'tidyverse' and grammar of graphics framework for handling temporal data.
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statistical-graphicstime-series
7.53 score 81 stars 1 dependents 277 scripts 418 downloadsgratis - Generating Time Series with Diverse and Controllable Characteristics
Generates synthetic time series based on various univariate time series models including MAR and ARIMA processes. Kang, Y., Hyndman, R.J., Li, F.(2020) <doi:10.1002/sam.11461>.
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data-generationmixture-autoregressivestatistical-computingtime-series
7.40 score 78 stars 43 scripts 312 downloadsconformalForecast - Conformal Prediction Methods for Multistep-Ahead Time Series Forecasting
Methods and tools for performing multistep-ahead time series forecasting using conformal prediction methods including classical conformal prediction, adaptive conformal prediction, conformal PID (Proportional-Integral-Derivative) control, and autocorrelated multistep-ahead conformal prediction. The methods were described by Wang and Hyndman (2024) <doi:10.48550/arXiv.2410.13115>.
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7.22 score 43 stars 1 dependents 52 scripts 566 downloads
thief - Temporal Hierarchical Forecasting
Methods and tools for generating forecasts at different temporal frequencies using a hierarchical time series approach.
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6.83 score 48 stars 2 dependents 90 scripts 2.6k downloads
eechidna - Exploring Election and Census Highly Informative Data Nationally for Australia
Data from the seven Australian Federal Elections (House of Representatives) between 2001 and 2019, and from the four Australian Censuses over the same period. Includes tools for visualizing and analysing the data, as well as imputing Census data for years in which a Census does not occur. This package incorporates data that is copyright Commonwealth of Australia (Australian Electoral Commission and Australian Bureau of Statistics) 2019.
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australiaauunconfcensus-dataelectionunconf
6.63 score 44 stars 175 scripts 44 downloads
fasster - Fast Additive Switching of Seasonality, Trend, and Exogenous Regressors
Implementation of the FASSTER (Forecasting with Additive Switching of Seasonality, Trend, and Exogenous Regressors) model for forecasting time series with multiple seasonal patterns. The model combines state space methodology with a switching component in the observation equation to allow flexible modeling of complex seasonal patterns, including time-varying effects and multiple seasonalities.
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6.42 score 153 stars 114 scripts 149 downloads
calcal - Calendrical Calculations
An R implementation of the algorithms described in Reingold and Dershowitz (4th ed., Cambridge University Press, 2018) <doi:10.1017/9781107415058>, allowing conversion between many different calendar systems. Cultural and religious holidays from several calendars can be calculated.
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6.26 score 13 stars 4 scripts 188 downloadsweird - Functions and Data Sets for "That's Weird: Anomaly Detection Using R" by Rob J Hyndman
All functions and data sets required for the examples in the book Hyndman (2026) "That's Weird: Anomaly Detection Using R" <https://OTexts.com/weird/>. All packages needed to run the examples are also loaded.
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6.02 score 22 stars 32 scripts 349 downloads
lookout - Leave One Out Kernel Density Estimates for Outlier Detection
Outlier detection using leave-one-out kernel density estimates and extreme value theory. The bandwidth for kernel density estimates is computed using persistent homology, a technique in topological data analysis. Using peak-over-threshold method, a generalized Pareto distribution is fitted to the log of leave-one-out kde values to identify outliers.
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5.48 score 29 stars 1 dependents 10 scripts 570 downloads
ozbabynames - Australian Popular Baby Names
Data on the most popular baby names by sex and year, and for each state in Australia, as provided by the state and territory governments. The quality and quantity of the data varies with the state.
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ozunconf18unconf
5.24 score 12 stars 24 scripts 131 downloads
gghdr - Visualisation of Highest Density Regions in 'ggplot2'
Provides 'ggplot2' framework for visualising Highest Density Regions (HDR) <doi:10.1080/00031305.1996.10474359>. This work is based on the package 'hdrcde'<https://pkg.robjhyndman.com/hdrcde/> and displays highest density regions in 'ggplot2' for one and two dimensions and univariate densities conditional on one covariate.
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4.81 score 54 stars 40 scripts 11 downloadstscompdata - Time series data from various forecasting competitions
Time series data from the following forecasting competitions are provided: M, M3, NN3, NN5, NNGC1, Tourism, and GEFCom2012.
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datatime-series
4.69 score 18 stars 18 scriptsspiderorchid - Download and wrangle publication data for Monash EBS academic staff
Provide journal rankings from Monash Business School, ABDC, CORE, Scimago and ERA 2010. Fetch publication details from ORCID, Google Scholar, PURE and from DOIs. Find CRAN packages and download statistics for specified authors.
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4.32 score 1 stars 7 scriptsoddnet - Anomaly Detection in Temporal Networks
Anomaly detection in dynamic, temporal networks. The package 'oddnet' uses a feature-based method to identify anomalies. First, it computes many features for each network. Then it models the features using time series methods. Using time series residuals it detects anomalies. This way, the temporal dependencies are accounted for when identifying anomalies (Kandanaarachchi, Hyndman 2022) <arXiv:2210.07407>.
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4.22 score 3 stars 11 scripts 177 downloadsMEFM - Monash Electricity Forecasting Model
This package includes a set of tools for implementing the Monash Electricity Forecasting Model for electricity demand. The package requires the following data as input: half-hourly/hourly electricity demands; half-hourly/hourly temperatures at one or two locations; seasonal demographical and economical data; public holiday data. The formats of the required data are described in the help files.
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3.92 score 55 stars 1 dependents 8 scripts 609 downloadsoddwater - Outlier Detection in Data from Water-Quality Sensors
We propose a framework to detect technical outliers in water quality data from in situ sensors.
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2.74 score 11 stars 7 scripts
conduits - CONDitional UI for Time Series normalisation
Provide a user interface for conditionally normalising a timeseries.
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2.73 score 3 stars 18 scriptsfable.binary - Forecasting Binary Time Series
Provides a collection of time series forecasting models suitable for binary time series. These models work within the 'fable' framework provided by the 'fabletools' package, which provides the tools to evaluate, visualise, and combine models in a workflow consistent with the tidyverse.
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2.60 score 8 stars 4 scriptsRsfar - Seasonal Functional Autoregressive Models
This is a collection of functions designed for simulating, estimating and forecasting seasonal functional autoregressive time series of order one. These methods are addressed in the manuscript: <https://www.monash.edu/business/ebs/research/publications/ebs/wp16-2019.pdf>.
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2.40 score 5 stars 243 downloadscompenginets - Time series from <https://www.comp-engine.org/>
All time series from the comp-engine database are included, along with some meta data.
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2.00 score 2 stars 9 scriptsTACforecasting - Forecasting Functions for the Transport Accident Commission
Functions to make hierarchical time series forecasts of attendant care hours easier.
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2.00 score 2 stars 3 scripts


