CRAFT-package: Conditional Regime Analog Forecasting with Trajectories

In CRAFT: Conditional Regime Analog Forecasting with Trajectories

Conditional Regime Analog Forecasting with Trajectories

Description

CRAFT provides tools for building lag and lead trajectory embeddings from multivariate time series, detecting regimes with singular value decomposition and changepoint analysis, estimating regime-transition probabilities, sampling future-trajectory analogues, and fitting smooth empirical forecast distributions.

Details

The main workflow is implemented by craft_fit() and craft_predict(). Lower-level helpers are also exported for users who want to build custom workflows: trajectory_embedding(), svd_changepoint_regimes(), regime_sampler(), trajectory_forecast(), smooth_quantile_distribution(), denoiser(), and time_volume_weights().

Author(s)

Giancarlo C.

See Also

craft_fit(), craft_predict(), trajectory_embedding(), svd_changepoint_regimes()

CRAFT documentation built on Nov. 2, 2026, 9:06 a.m.