autoTS: Automatic Model Selection and Prediction for Univariate Time Series

Offers a set of functions to easily make predictions for univariate time series. 'autoTS' is a wrapper of existing functions of the 'forecast' and 'prophet' packages, harmonising their outputs in tidy dataframes and using default values for each. The core function getBestModel() allows the user to effortlessly benchmark seven algorithms along with a bagged estimator to identify which one performs the best for a given time series.

Package details

AuthorVivien Roussez
MaintainerVivien Roussez <vivien.roussez@gmail.com>
LicenseGPL-3
Version0.9.11
URL https://github.com/vivienroussez/autoTS
Package repositoryView on CRAN
Installation Install the latest version of this package by entering the following in R:
install.packages("autoTS")

Try the autoTS package in your browser

Any scripts or data that you put into this service are public.

autoTS documentation built on July 1, 2020, 5:28 p.m.