Package: mlr3forecast 0.1.0

Maximilian Mücke

mlr3forecast: Extending 'mlr3' to Time Series Forecasting

Extends the 'mlr3' package and ecosystem to time series forecasting. Provides forecasting tasks, learners, resampling strategies, performance measures, and 'mlr3pipelines' operators for time-series feature engineering. Machine learning regression learners can be turned into forecasters through recursive and direct multi-step strategies.

Authors:Maximilian Mücke [aut, cre], Marc Becker [aut], Bernd Bischl [aut]

mlr3forecast_0.1.0.tar.gz
mlr3forecast_0.1.0.tar.gz(r-4.7-any)mlr3forecast_0.1.0.tar.gz(r-4.6-any)
mlr3forecast_0.1.0.tgz(r-4.6-emscripten)
manual.pdf |manual.html✨
DESCRIPTION |NEWS
card.svg |card.png
mlr3forecast/json (API)

# Install 'mlr3forecast' in R:
install.packages('mlr3forecast', repos = c('https://cran.r-universe.dev', 'https://cloud.r-project.org'))

Bug tracker:https://github.com/mlr-org/mlr3forecast/issues

Pkgdown/docs site:https://mlr3forecast.mlr-org.com

On CRAN:

Conda:

1.70 score 75 exports 27 dependencies

Last updated from:93d74da454. Checks:4 OK. Indexed: yes.

TargetResultTimeFilesSyslog
linux-devel-x86_64OK401
source / vignettesOK286
linux-release-x86_64OK407
wasm-releaseOK154

Exports:as_task_fcstas_tasks_fcstdirect_forecasterDirectForecasterdownload_zenodo_recordforecastgenerate_newdataLearnerFcstLearnerFcstAdamLearnerFcstArfimaLearnerFcstArimaLearnerFcstAutoAdamLearnerFcstAutoArimaLearnerFcstAutoCesLearnerFcstAutoGumLearnerFcstAutoMsarimaLearnerFcstAutoSsarimaLearnerFcstBaggedModelLearnerFcstBatsLearnerFcstCesLearnerFcstCrostonLearnerFcstElmLearnerFcstEsLearnerFcstEtsLearnerFcstGumLearnerFcstHoltWintersLearnerFcstMeanLearnerFcstMlpLearnerFcstMsarimaLearnerFcstNnetarLearnerFcstProphetLearnerFcstRandomWalkLearnerFcstRlgtLearnerFcstSmaLearnerFcstSplineLearnerFcstSsarimaLearnerFcstStlmLearnerFcstStructTSLearnerFcstTbatsLearnerFcstThetaLearnerFcstTscountLearnerFcstTslmMeasureACF1MeasureCoverageMeasureMASEMeasureMDAMeasureMDPVMeasureMDVMeasureMPEMeasureMSISMeasurePinballMeasureRMSSEMeasureWAPEMeasureWinklerpipeline_fcst_localPipeOpFcstAvgPipeOpFcstCatch22PipeOpFcstFeastsPipeOpFcstFourierPipeOpFcstLagsPipeOpFcstRollingPipeOpFcstSplitKeyPipeOpFcstTsfeatsPipeOpFcstUniteKeyPipeOpTargetTrafoBoxCoxPipeOpTargetTrafoDifferencePredictionFcstread_tsfrecursive_forecasterRecursiveForecasterResamplingFcstCVResamplingFcstHoldoutselector_fcst_lagsselector_fcst_rollingTaskFcst

Dependencies:backportscheckmateclicodetoolsdata.tabledigestevaluatefuturefuture.applygenericsglobalslgrlistenvmiraimlbenchmlr3mlr3measuresmlr3miscmlr3pipelinesnanonextpalmerpenguinsparadoxparallellyPRROCR6rlanguuid

Readme and manuals

Help Manual

Help pageTopics
mlr3forecast: Extending 'mlr3' to Time Series Forecastingmlr3forecast-package mlr3forecast
Convert to a Forecast Taskas_tasks_fcst as_tasks_fcst.default as_tasks_fcst.list as_task_fcst as_task_fcst.data.frame as_task_fcst.DataBackend as_task_fcst.TaskFcst as_task_fcst.tbl_ts as_task_fcst.timeSeries as_task_fcst.ts as_task_fcst.tsf as_task_fcst.zoo
Plot for Forecast Predictionsautoplot.PredictionFcst
Plot for Forecast Tasksautoplot.TaskFcst
Create a Direct Forecast Learnerdirect_forecaster
Direct Multi-Step Forecast LearnerDirectForecaster
Download tsf file from Zenododownload_zenodo_record
Forecast from a Trained Learnerforecast.Learner
Generate new data for a forecast taskgenerate_newdata
Forecast LearnerLearnerFcst
Create a Graph to Fit Local Per-Series Forecast Modelsmlr_graphs_fcst.local pipeline_fcst_local
ADAM Forecast LearnerLearnerFcstAdam mlr_learners_fcst.adam
ARFIMA Forecast LearnerLearnerFcstArfima mlr_learners_fcst.arfima
ARIMA Forecast LearnerLearnerFcstArima mlr_learners_fcst.arima
Auto ADAM Forecast LearnerLearnerFcstAutoAdam mlr_learners_fcst.auto_adam
Auto ARIMA Forecast LearnerLearnerFcstAutoArima mlr_learners_fcst.auto_arima
Auto CES Forecast LearnerLearnerFcstAutoCes mlr_learners_fcst.auto_ces
Auto GUM Forecast LearnerLearnerFcstAutoGum mlr_learners_fcst.auto_gum
Auto Multiple-Seasonal ARIMA Forecast LearnerLearnerFcstAutoMsarima mlr_learners_fcst.auto_msarima
Auto State-Space ARIMA Forecast LearnerLearnerFcstAutoSsarima mlr_learners_fcst.auto_ssarima
Bagged Model Forecast LearnerLearnerFcstBaggedModel mlr_learners_fcst.bagged
BATS Forecast LearnerLearnerFcstBats mlr_learners_fcst.bats
CES Forecast LearnerLearnerFcstCes mlr_learners_fcst.ces
Croston Forecast LearnerLearnerFcstCroston mlr_learners_fcst.croston
Extreme Learning Machine Forecast LearnerLearnerFcstElm mlr_learners_fcst.elm
Exponential Smoothing Forecast LearnerLearnerFcstEs mlr_learners_fcst.es
ETS Forecast LearnerLearnerFcstEts mlr_learners_fcst.ets
GUM Forecast LearnerLearnerFcstGum mlr_learners_fcst.gum
Holt-Winters Forecast LearnerLearnerFcstHoltWinters mlr_learners_fcst.holt_winters
Mean Forecast LearnerLearnerFcstMean mlr_learners_fcst.mean
Multilayer Perceptron Forecast LearnerLearnerFcstMlp mlr_learners_fcst.mlp
Multiple-Seasonal ARIMA Forecast LearnerLearnerFcstMsarima mlr_learners_fcst.msarima
Neural Network Forecast LearnerLearnerFcstNnetar mlr_learners_fcst.nnetar
Prophet Forecast LearnerLearnerFcstProphet mlr_learners_fcst.prophet
Random Walk Forecast LearnerLearnerFcstRandomWalk mlr_learners_fcst.random_walk
Local and Global Trend Forecast LearnerLearnerFcstRlgt mlr_learners_fcst.rlgt
Simple Moving Average Forecast LearnerLearnerFcstSma mlr_learners_fcst.sma
Spline Forecast LearnerLearnerFcstSpline mlr_learners_fcst.spline
State-Space ARIMA Forecast LearnerLearnerFcstSsarima mlr_learners_fcst.ssarima
STL + ETS/ARIMA Forecast LearnerLearnerFcstStlm mlr_learners_fcst.stlm
Structural Time Series Forecast LearnerLearnerFcstStructTS mlr_learners_fcst.struct_ts
TBATS Forecast LearnerLearnerFcstTbats mlr_learners_fcst.tbats
Theta Forecast LearnerLearnerFcstTheta mlr_learners_fcst.theta
Count Time Series Forecast LearnerLearnerFcstTscount mlr_learners_fcst.tscount
Time Series Linear Model Forecast LearnerLearnerFcstTslm mlr_learners_fcst.tslm
Autocorrelation at Lag 1MeasureACF1 mlr_measures_fcst.acf1
Empirical CoverageMeasureCoverage mlr_measures_fcst.coverage
Mean Absolute Scaled ErrorMeasureMASE mlr_measures_fcst.mase
Mean Directional AccuracyMeasureMDA mlr_measures_fcst.mda
Mean Directional Percentage ValueMeasureMDPV mlr_measures_fcst.mdpv
Mean Directional ValueMeasureMDV mlr_measures_fcst.mdv
Mean Percentage ErrorMeasureMPE mlr_measures_fcst.mpe
Mean Scaled Interval ScoreMeasureMSIS mlr_measures_fcst.msis
Pinball LossMeasurePinball mlr_measures_fcst.pinball
Root Mean Squared Scaled ErrorMeasureRMSSE mlr_measures_fcst.rmsse
Weighted Absolute Percentage ErrorMeasureWAPE mlr_measures_fcst.wape
Winkler ScoreMeasureWinkler mlr_measures_fcst.winkler
Time Series Feature Extraction (catch22)mlr_pipeops_fcst.catch22 PipeOpFcstCatch22
Time Series Feature Extraction (feasts)mlr_pipeops_fcst.feasts PipeOpFcstFeasts
Create Fourier Features for Seasonalitymlr_pipeops_fcst.fourier PipeOpFcstFourier
Create Lags of Target Variablemlr_pipeops_fcst.lags PipeOpFcstLags
Create Rolling Window Features of Target Variablemlr_pipeops_fcst.rolling PipeOpFcstRolling
Split a Forecast Task into Per-Series Tasksmlr_pipeops_fcst.splitkey PipeOpFcstSplitKey
Box-Cox Transform the Target Variablemlr_pipeops_fcst.targetboxcox PipeOpTargetTrafoBoxCox
Difference the Target Variablemlr_pipeops_fcst.targetdiff PipeOpTargetTrafoDifference
Time Series Feature Extractionmlr_pipeops_fcst.tsfeats PipeOpFcstTsfeats
Unite Per-Series Forecasts into One Predictionmlr_pipeops_fcst.unitekey PipeOpFcstUniteKey
Weighted Prediction Averaging for Forecastsmlr_pipeops_fcstavg PipeOpFcstAvg
Forecast Cross-Validation Resamplingmlr_resamplings_fcst.cv ResamplingFcstCV
Forecast Holdout Resamplingmlr_resamplings_fcst.holdout ResamplingFcstHoldout
Air Passengers Forecast Taskmlr_tasks_airpassengers
Daily electricity demand for Victoria, Australia Forecast Taskmlr_tasks_electricity
Australian Livestock Slaughter Forecast Taskmlr_tasks_livestock
Annual Canadian Lynx Trappings Forecast Taskmlr_tasks_lynx
Accidental Deaths in the US Forecast Taskmlr_tasks_usaccdeaths
Manually Partition into Training, Test and Validation Setpartition.TaskFcst
Prediction Object for ForecastingPredictionFcst
Read tsf filesread_tsf
Create a Recursive Forecast Learnerrecursive_forecaster
Recursive Forecast LearnerRecursiveForecaster
Select Forecast Lag Featuresselector_fcst_lags
Select Forecast Rolling Featuresselector_fcst_rolling
Forecast TaskTaskFcst