Software

imputeTS

Popular R package that specializes on (univariate) time series imputation. It offers several different imputation algorithm implementations. Beyond the imputation algorithms the package also provides plotting and printing functions of time series missing data statistics.

ridge

R package for ridge regression with Automatic Selection of the Penalty Parameter. Initially developed by E. Cule, I was a regular package user at first. But I took over upkeep after it was dropped from CRAN, because it was missing a maintainer/did not pass the tests anymore. I fix bugs and perform small improvements on the package from time to time.

EventDetectR

R package for detecting/classifying events in time-series data. It aims to combine multiple well-known R-packages like the forecast package to deliver an easily configurable tool for event detection. The package originates from research projects at TH Köln about anomaly detection in drinking water networks. I helped to develop the package and still occasionally contribute code.