forecastHybrid

Convenient Functions for Ensemble Time Series Forecasts

Convenient functions for ensemble forecasts in R combining approaches from the 'forecast' package. Forecasts generated from auto.arima(), ets(), thetaf(), nnetar(), stlm(), tbats(), and snaive() can be combined with equal weights, weights based on in-sample errors (introduced by Bates & Granger (1969) <doi:10.1057/jors.1969.103>), or cross-validated weights. Cross validation for time series data with user-supplied models and forecasting functions is also supported to evaluate model accuracy.

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Description file content

Package
forecastHybrid
Title
Convenient Functions for Ensemble Time Series Forecasts
Version
4.2.17
Date
2019-02-11
Description
Convenient functions for ensemble forecasts in R combining approaches from the 'forecast' package. Forecasts generated from auto.arima(), ets(), thetaf(), nnetar(), stlm(), tbats(), and snaive() can be combined with equal weights, weights based on in-sample errors (introduced by Bates & Granger (1969) ), or cross-validated weights. Cross validation for time series data with user-supplied models and forecasting functions is also supported to evaluate model accuracy.
Depends
R (>= 3.1.1), forecast (>= 8.1), thief
Imports
doParallel (>= 1.0.10), foreach (>= 1.4.3), ggplot2 (>= 2.2.0), purrr (>= 0.2.5), zoo (>= 1.7)
Suggests
GMDH, knitr, rmarkdown, roxygen2, testthat
VignetteBuilder
knitr
License
GPL-3
URL
BugReports
https://github.com/ellisp/forecastHybrid/issues
LazyData
true
RoxygenNote
6.1.1
ByteCompile
true
NeedsCompilation
no
Encoding
UTF-8
Packaged
2019-02-11 14:51:01 UTC; dashaub
Author
David Shaub [aut, cre], Peter Ellis [aut]
Maintainer
David Shaub
Repository
CRAN
Date/Publication
2019-02-12 00:15:52 UTC

install.packages('forecastHybrid')

4.2.17

9 months ago

https://gitlab.com/dashaub/forecastHybrid

David Shaub

GPL-3

Depends on

R (>= 3.1.1), forecast (>= 8.1), thief

Imports

doParallel (>= 1.0.10), foreach (>= 1.4.3), ggplot2 (>= 2.2.0), purrr (>= 0.2.5), zoo (>= 1.7)

Suggests

GMDH, knitr, rmarkdown, roxygen2, testthat

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