MAPA: Multiple Aggregation Prediction Algorithm

Functions and wrappers for using the Multiple Aggregation Prediction Algorithm (MAPA) for time series forecasting. MAPA models and forecasts time series at multiple temporal aggregation levels, thus strengthening and attenuating the various time series components for better holistic estimation of its structure. For details see Kourentzes et al. (2014) <doi:10.1016/j.ijforecast.2013.09.006>.

Getting started

Package details

AuthorNikolaos Kourentzes [aut, cre], Fotios Petropoulos [aut]
MaintainerNikolaos Kourentzes <>
LicenseGPL (>= 2)
Package repositoryView on CRAN
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MAPA documentation built on May 29, 2024, 8:14 a.m.