CoSMoS is an R package that makes time series generation with desiredproperties easy. Just choose the characteristics of the time series youwant to generate, and it will do the rest. The generated time seriespreserve any probability distribution and any linear autocorrelationstructure. Users can generate as many and as long time series fromprocesses such as precipitation, wind, temperature, relative humidityetc. It is based on a framework that unified, extended, and improved amodelling strategy that generates time series by transforming “parent”Gaussian time series having specific characteristics (Papalexiou,2018).
To install the latest version of the package run:
## copy-paste to get the latest version of CoSMoSif (!require('devtools')) {install.packages('devtools');library(devtools)}install_github('TycheLab/CoSMoS',upgrade ='never')library(CoSMoS)?`CoSMoS-package`The package was partly funded by the Global institute for WaterSecurity (GIWS; https://www.usask.ca/water/) and the Global WaterFutures (GWF; https://gwf.usask.ca/) program.
Coded by: Filip Strnad and Francesco Serinaldi
Conceptual design by: Simon Michael Papalexiou
Tested and documented by: Yannis Markonis
Maintained by: Kevin Shook
Papalexiou, S.M., 2018. Unified theory for stochastic modelling ofhydroclimatic processes: Preserving marginal distributions, correlationstructures, and intermittency. Advances in Water Resources 115, 234-252.https://doi.org/10.1016/j.advwatres.2018.02.013