TSPred: Functions for Baseline-Based Time Series Prediction

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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.

Author
Rebecca Pontes Salles [aut, cre, cph] (CEFET/RJ), Eduardo Ogasawara [ths] (CEFET/RJ)
Date of publication
2015-04-08 00:49:14
Maintainer
Rebecca Pontes Salles <rebeccapsalles@gmail.com>
License
GPL (>= 2)
Version
2.0
URLs

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

Files in this package

TSPred
TSPred/NAMESPACE
TSPred/data
TSPred/data/EUNITE.Loads.cont.rda
TSPred/data/EUNITE.Temp.cont.rda
TSPred/data/NN3.A.cont.rda
TSPred/data/SantaFe.D.rda
TSPred/data/CATS.cont.rda
TSPred/data/EUNITE.Loads.rda
TSPred/data/SantaFe.D.cont.rda
TSPred/data/EUNITE.Temp.rda
TSPred/data/NN3.A.rda
TSPred/data/CATS.rda
TSPred/data/EUNITE.Reg.rda
TSPred/data/EUNITE.Reg.cont.rda
TSPred/data/SantaFe.A.rda
TSPred/data/NN5.A.rda
TSPred/data/NN5.A.cont.rda
TSPred/data/SantaFe.A.cont.rda
TSPred/R
TSPred/R/arimapred.R
TSPred/R/MAXError.R
TSPred/R/TSPred-internal.R
TSPred/R/marimapar.R
TSPred/R/arimainterp.R
TSPred/R/marimapred.R
TSPred/R/MAPE.R
TSPred/R/arimapar.R
TSPred/R/sMAPE.R
TSPred/R/plotarimapred.R
TSPred/MD5
TSPred/DESCRIPTION
TSPred/man
TSPred/man/SantaFe.D.cont.Rd
TSPred/man/NN3.A.cont.Rd
TSPred/man/plotarimapred.Rd
TSPred/man/SantaFe.A.Rd
TSPred/man/arimapred.Rd
TSPred/man/marimapred.Rd
TSPred/man/NN3.A.Rd
TSPred/man/CATS.cont.Rd
TSPred/man/EUNITE.Temp.cont.Rd
TSPred/man/MAPE.Rd
TSPred/man/EUNITE.Loads.cont.Rd
TSPred/man/sMAPE.Rd
TSPred/man/SantaFe.A.cont.Rd
TSPred/man/EUNITE.Temp.Rd
TSPred/man/EUNITE.Reg.Rd
TSPred/man/arimainterp.Rd
TSPred/man/CATS.Rd
TSPred/man/EUNITE.Loads.Rd
TSPred/man/TSPred-package.Rd
TSPred/man/NN5.A.cont.Rd
TSPred/man/marimapar.Rd
TSPred/man/EUNITE.Reg.cont.Rd
TSPred/man/arimapar.Rd
TSPred/man/MAXError.Rd
TSPred/man/SantaFe.D.Rd
TSPred/man/NN5.A.Rd