The function smooth_outlier() is a wrapper
for forecast::tsoutliers(), working with numeric vectors. For
non-seasonal time series, the supsmu method is used. For seasonal
time series, the series is decomposed via STL and the IQR method is
used on the remainder component. Values outside the range are
linear interpolated on the remainder and the series is reconstructed
with the corrected remainder component.
Arguments
- x
Numeric vector.
- periods
Numeric vector. The seasonal periods of the time series.
- ...
Further arguments passed to
forecast::msts()orforecast::tsoutliers().