TSPred: Functions for Baseline-Based Time Series Prediction

Functions for time series prediction and accuracy assessment using automatic ARIMA modelling. The generated ARIMA models and its yielded prediction errors are intended to be used as baseline for evaluating the practical value of other time series prediction methods and creating a demand for the refinement of such methods. For this purpose, benchmark data from prediction competitions may be used.

AuthorRebecca Pontes Salles [aut, cre, cph] (CEFET/RJ), Eduardo Ogasawara [ths] (CEFET/RJ)
Date of publication2015-04-08 00:49:14
MaintainerRebecca Pontes Salles <rebeccapsalles@gmail.com>
LicenseGPL (>= 2)
Version2.0
https://sourceforge.net/p/gpca/wiki/TSPred/

View on CRAN

Man pages

arimainterp: Interpolation of unknown values using automatic ARIMA fitting...

arimapar: Get ARIMA model parameters.

arimapred: Automatic ARIMA fitting and prediction

CATS: Time series of the CATS Competition

CATS.cont: Continuation dataset of the time series of the CATS...

EUNITE.Loads: Electrical loads of the EUNITE Competition

EUNITE.Loads.cont: Continuation dataset of the electrical loads of the EUNITE...

EUNITE.Reg: Electrical loads regressors of the EUNITE Competition

EUNITE.Reg.cont: Continuation dataset of the electrical loads regressors of...

EUNITE.Temp: Temperatures of the EUNITE Competition

EUNITE.Temp.cont: Continuation dataset of the temperatures of the EUNITE...

MAPE: MAPE error of prediction

marimapar: Get parameters of multiple ARIMA models.

marimapred: Multiple time series automatic ARIMA fitting and prediction

MAXError: Maximal error of prediction

NN3.A: Dataset A of the NN3 Competition

NN3.A.cont: Continuation dataset of the Dataset A of the NN3 Competition

NN5.A: Dataset A of the NN5 Competition

NN5.A.cont: Continuation dataset of the Dataset A of the NN5 Competition

plotarimapred: Plot ARIMA predictions against actual values

SantaFe.A: Time series A of the Santa Fe Time Series Competition

SantaFe.A.cont: Continuation dataset of the time series A of the Santa Fe...

SantaFe.D: Time series D of the Santa Fe Time Series Competition

SantaFe.D.cont: Continuation dataset of the time series D of the Santa Fe...

sMAPE: sMAPE error of prediction

TSPred-package: Functions for Baseline-Based Time Series Prediction

Questions? Problems? Suggestions? or email at ian@mutexlabs.com.

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