TSPred: Functions for Benchmarking Time Series Prediction
Version 3.0.2

Functions for time series prediction and accuracy assessment using automatic linear modelling. The generated linear models and its yielded prediction errors can be used for benchmarking other time series prediction methods and for creating a demand for the refinement of such methods. For this purpose, benchmark data from prediction competitions may be used.

Browse man pages Browse package API and functions Browse package files

AuthorRebecca Pontes Salles [aut, cre, cph] (CEFET/RJ), Eduardo Ogasawara [ths] (CEFET/RJ)
Date of publication2017-04-05 21:57:39 UTC
MaintainerRebecca Pontes Salles <rebeccapsalles@acm.org>
LicenseGPL (>= 2)
Version3.0.2
URL https://sourceforge.net/p/gpca/wiki/TSPred/
Package repositoryView on CRAN
InstallationInstall the latest version of this package by entering the following in R:
install.packages("TSPred")

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...
fittestArima: Automatic ARIMA fitting, prediction and accuracy evaluation
fittestArimaKF: Automatic ARIMA fitting and prediction with Kalman filter
fittestLM: Automatically finding fittest linear model for prediction
fittestPolyR: Automatic fitting and prediction of polynomial regression
fittestPolyRKF: Automatic fitting and prediction of polynomial regression...
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
MSE: MSE error of prediction
NMSE: NMSE 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...
slidingWindows: Generating sliding windows of data
sMAPE: sMAPE error of prediction
TSPred-internal: Internal TSPred Functions
TSPred-package: Functions for Benchmarking Time Series Prediction

Functions

CATS Man page
CATS.cont Man page
EUNITE.Loads Man page
EUNITE.Loads.cont Man page
EUNITE.Reg Man page
EUNITE.Reg.cont Man page
EUNITE.Temp Man page
EUNITE.Temp.cont Man page
MAPE Man page Source code
MAXError Man page Source code
MSE Man page Source code
NMSE Man page Source code
NN3.A Man page
NN3.A.cont Man page
NN5.A Man page
NN5.A.cont Man page
SSMpolynomial Man page Source code
SantaFe.A Man page
SantaFe.A.cont Man page
SantaFe.D Man page
SantaFe.D.cont Man page
TSPred Man page
TSPred-package Man page
arimainterp Man page Source code
arimapar Man page Source code
arimapred Man page Source code
fittestArima Man page Source code
fittestArimaKF Man page Source code
fittestLM Man page Source code
fittestPolyR Man page Source code
fittestPolyRKF Man page Source code
marimapar Man page Source code
marimapred Man page Source code
plotarimapred Man page Source code
sMAPE Man page Source code
slidingWindows Man page Source code

Files

inst
inst/CITATION
NAMESPACE
data
data/EUNITE.Loads.cont.rda
data/EUNITE.Temp.cont.rda
data/NN3.A.cont.rda
data/SantaFe.D.rda
data/CATS.cont.rda
data/EUNITE.Loads.rda
data/SantaFe.D.cont.rda
data/EUNITE.Temp.rda
data/NN3.A.rda
data/CATS.rda
data/EUNITE.Reg.rda
data/EUNITE.Reg.cont.rda
data/SantaFe.A.rda
data/NN5.A.rda
data/NN5.A.cont.rda
data/SantaFe.A.cont.rda
R
R/NMSE.r
R/arimapred.R
R/MAXError.R
R/fittestPolyR.r
R/fittestPolyRKF.r
R/fittestArima.r
R/TSPred-internal.R
R/marimapar.R
R/arimainterp.R
R/marimapred.R
R/SSMpolynomial.r
R/MAPE.R
R/arimapar.R
R/fittestLM.r
R/fittestArimaKF.r
R/sMAPE.R
R/plotarimapred.R
R/MSE.r
R/slidingWindows.r
MD5
DESCRIPTION
man
man/SantaFe.D.cont.Rd
man/MSE.Rd
man/NMSE.Rd
man/TSPred-internal.Rd
man/NN3.A.cont.Rd
man/fittestArima.Rd
man/plotarimapred.Rd
man/slidingWindows.Rd
man/SantaFe.A.Rd
man/arimapred.Rd
man/marimapred.Rd
man/NN3.A.Rd
man/CATS.cont.Rd
man/EUNITE.Temp.cont.Rd
man/fittestPolyR.Rd
man/fittestPolyRKF.Rd
man/MAPE.Rd
man/fittestLM.Rd
man/EUNITE.Loads.cont.Rd
man/sMAPE.Rd
man/SantaFe.A.cont.Rd
man/EUNITE.Temp.Rd
man/EUNITE.Reg.Rd
man/arimainterp.Rd
man/CATS.Rd
man/EUNITE.Loads.Rd
man/TSPred-package.Rd
man/NN5.A.cont.Rd
man/marimapar.Rd
man/EUNITE.Reg.cont.Rd
man/arimapar.Rd
man/MAXError.Rd
man/SantaFe.D.Rd
man/NN5.A.Rd
man/fittestArimaKF.Rd
TSPred documentation built on May 19, 2017, 3:46 p.m.