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 <nikolaos@kourentzes.com>
LicenseGPL (>= 2)
Version2.0.6
URL https://kourentzes.com/forecasting/2014/04/19/multiple-aggregation-prediction-algorithm-mapa/
Package repositoryView on CRAN
Installation Install the latest version of this package by entering the following in R:
install.packages("MAPA")

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MAPA documentation built on Nov. 16, 2023, 5:07 p.m.