Flexible simulation of time series using time series
    components, including seasonal, calendar and outlier effects. Main
    algorithm described in Ollech, D. (2021) <doi:10.1515/jtse-2020-0028>.

It performs the smoothing approach provided by penalized least squares for univariate and bivariate time series, as proposed by Guerrero (2007) and Gerrero et al. (2017). 
          This allows to estimate the time series trend by controlling the amount of resulting (joint) smoothness.
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          Guerrero, V.M (2007)  <DOI:10.1016/j.spl.2007.03.006>.
          Guerrero, V.M; Islas-Camargo, A. and Ramirez-Ramirez, L.L. (2017) <DOI:10.1080/03610926.2015.1133826>.

Functions for statistical analysis, modeling and simulation of time
 series with state space model, based on the methodology in Kitagawa
 (2020, ISBN: 978-0-367-18733-0).

Provides a set of tools for descriptive and predictive analysis of time series data. That includes functions for interactive visualization of time series objects and as well utility functions for automation time series forecasting.

Implementation and forecasting univariate time series data using the Support Vector Machine model. Support Vector Machine is one of the prominent machine learning approach for non-linear time series forecasting. For method details see Kim, K. (2003) <doi:10.1016/S0925-2312(03)00372-2>.

Goodness of Fit and Forecast Evaluation Tests for timeseries models. Includes, among others, the Generalized Method of Moments (GMM) Orthogonality Test of Hansen (1982), the Nyblom (1989) parameter constancy test, the sign-bias test of Engle and Ng (1993), and a range of tests for value at risk and expected shortfall evaluation.

Plot official statistics' time series conveniently: automatic
    legends, highlight windows, stacked bar chars with positive and
    negative contributions, sum-as-line option, two y-axes with automatic
    horizontal grids that fit both axes and other popular chart types.
    'tstools' comes with a plethora of defaults to let you plot without
    setting an abundance of parameters first, but gives you the
    flexibility to tweak the defaults. In addition to charts, 'tstools'
    provides a super fast, 'data.table' backed time series I/O that allows
    the user to export / import long format, wide format and transposed
    wide format data to various file types.