TSPred: Functions for Benchmarking Time Series Prediction

Functions for time series preprocessing, decomposition, 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.

Package details

AuthorRebecca Pontes Salles [aut, cre, cph] (CEFET/RJ), Eduardo Ogasawara [ths] (CEFET/RJ)
MaintainerRebecca Pontes Salles <rebeccapsalles@acm.org>
LicenseGPL (>= 2)
URL https://github.com/RebeccaSalles/TSPred/wiki
Package repositoryView on CRAN
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TSPred documentation built on May 2, 2019, 2:48 p.m.