Chapter 11 Other packages

• The tsaux package contains a set of functions used across all the packages of our framework. Included are performance metrics such as mape and crps as well as the tstransform function which includes the Box-Cox and Logit transformations and their inverse. Additionally, the auto_regressors and auto_clean functions provide for automatic anomaly detection and decontamination making use of a customized stepwise routine which includes the use of the tso function from the tsoutliers package, capturing additive ouutliers, temporary changes and permanent level shifts.

• The tsdatasets packages contains some sample datasets we use for benchmarking and examples. This may be expanded in the future.