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chopper: Changepoint-Aware Ensemble for Probabilistic Modeling
Implements a changepoint-aware ensemble forecasting algorithm that combines Theta, TBATS (Trigonometric, Box-Cox transformation, ARMA errors, Trend, Seasonal components), and ARFIMA (AutoRegressive, Fractionally Integrated, Moving Average) using a product-of-experts approach for robust probabilistic prediction.
Getting started
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Package details |
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| Author | Giancarlo Vercellino [aut, cre, cph] |
| Maintainer | Giancarlo Vercellino <giancarlo.vercellino@gmail.com> |
| License | GPL-3 |
| Version | 1.0 |
| URL | https://rpubs.com/giancarlo_vercellino/chopper |
| Package repository | View on CRAN |
| Installation |
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