Package: forecastsuite 1.0.2
forecastsuite: Multi-Model Time Series Forecasting Toolkit and Local App
Fits, compares and visualizes univariate time series forecasts through an extensible model registry built largely on the 'forecast' package: AutoRegressive Integrated Moving Average (ARIMA) and Seasonal ARIMA (SARIMA) models (Hyndman and Khandakar (2008) <doi:10.18637/jss.v027.i03>), Error, Trend, Seasonal (ETS) exponential smoothing (Hyndman et al. (2002) <doi:10.1016/S0169-2070(01)00110-8>), Trigonometric seasonality, Box-Cox transformation, AutoRegressive Moving Average (ARMA) errors, Trend and Seasonal components (TBATS) models (De Livera, Hyndman and Snyder (2011) <doi:10.1198/jasa.2011.tm09771>), Neural Network AutoRegression (NNETAR) and Holt-Winters exponential smoothing (Winters (1960) <doi:10.1287/mnsc.6.3.324>), plus optional 'Prophet' models via the 'prophet' package (Taylor and Letham (2018) <doi:10.1080/00031305.2017.1380080>) and Long Short-Term Memory (LSTM) networks via the 'torch' package (Hochreiter and Schmidhuber (1997) <doi:10.1162/neco.1997.9.8.1735>). Also provides grouped series with bottom-up and top-down reconciliation, rolling-origin cross-validation, ensembles and residual diagnostics, following Hyndman and Athanasopoulos (2021) <https://otexts.com/fpp3/>, and a bundled local 'shiny' application exposing every model.
Authors:
forecastsuite_1.0.2.tar.gz
forecastsuite_1.0.2.zip(r-4.7-any)forecastsuite_1.0.2.zip(r-4.6-any)
forecastsuite_1.0.2.tar.gz(r-4.7-any)forecastsuite_1.0.2.tar.gz(r-4.6-any)
forecastsuite_1.0.2.tgz(r-4.6-emscripten)
manual.pdf |manual.html✨
DESCRIPTION
card.svg |card.png
forecastsuite/json (API)
| # Install 'forecastsuite' in R: |
| install.packages('forecastsuite', repos = c('https://cran.r-universe.dev', 'https://cloud.r-project.org')) |
Bug tracker:https://github.com/sparrow410/forecast_dashboard/issues
Last updated from:bba6f19b04. Checks:6 OK. Indexed: no.
| Target | Result | Time | Files | Syslog |
|---|---|---|---|---|
| linux-devel | OK | 292 | ||
| source / vignettes | OK | 238 | ||
| linux-release | OK | 252 | ||
| windows-devel | OK | 149 | ||
| windows-release | OK | 266 | ||
| wasm-release | OK | 141 |
Exports:always_zero_datesanalyze_seriesbuild_cv_foldscollapse_to_periodcompose_date_partscompute_forecast_biascompute_forecast_metricscompute_group_value_mapcompute_interval_coveragecompute_multi_window_metricscompute_residual_diagnosticsconvert_months_to_horizoncount_duplicate_periodsdecompose_seriesdetect_anomaliesdetect_bias_driftensemble_forecastsfixed_holiday_catalogget_modelgooglesheet_csv_urlgroup_correlation_matrixholiday_contingencyholiday_limitation_noteholidays_with_dataimpute_anomalieslist_modelslstm_availableplot_forecast_genericplot_model_comparisonprocess_uploaded_dataprophet_availableread_google_sheetrecommend_modelreconcile_bottom_upreconcile_top_downregister_modelrun_apprun_backtest_leaderboardsafe_compute_metricssplit_by_groupsuggest_parameterssuggest_parameters_forts_frequency_for
Dependencies:askpassbase64encbslibcachemclicolorspacecolourpickercommonmarkcpp11crosstalkcurldata.tabledigestdplyrDTevaluatefarverfastmapfontawesomeforecastfracdifffsgenericsggplot2gluegtablehighrhtmltoolshtmlwidgetshttpuvhttrisobandjquerylibjsonliteknitrlabelinglaterlatticelazyevallifecyclelmtestlubridatemagrittrmemoisemimeminiUInlmennetopensslotelpillarpkgconfigplotlypromisespurrrR6rappdirsRColorBrewerRcppRcppArmadillorlangrmarkdownS7sassscalesshinyshinycssloadersshinyjssourcetoolsstringistringrsystibbletidyrtidyselecttimechangetimeDatetinytexurcautf8vctrsviridisLitewithrxfunxtableyamlzoo
