forecastHybrid: Convenient Functions for Ensemble Time Series Forecasts

Convenient functions for ensemble forecasts in R combining approaches from the 'forecast' package. Forecasts generated from auto.arima(), ets(), nnetar(), stlm(), and tbats() can be combined with equal weights or weights based on in-sample errors. Future methods such as cross validation are planned.

AuthorDavid Shaub [aut, cre], Peter Ellis [aut]
Date of publication2016-12-19 08:34:00
MaintainerDavid Shaub <davidshaub@gmx.com>
LicenseGPL-3
Version0.3.0
https://github.com/ellisp/forecastHybrid

View on CRAN

Files

forecastHybrid
forecastHybrid/inst
forecastHybrid/inst/NEWS.md
forecastHybrid/inst/doc
forecastHybrid/inst/doc/forecastHybrid.html
forecastHybrid/inst/doc/forecastHybrid.R
forecastHybrid/inst/doc/forecastHybrid.Rmd
forecastHybrid/tests
forecastHybrid/tests/testthat.R
forecastHybrid/tests/testthat
forecastHybrid/tests/testthat/test-generics.R
forecastHybrid/tests/testthat/test-accuracy.r
forecastHybrid/tests/testthat/test-forecast.hybridModel.R
forecastHybrid/tests/testthat/test-levels.R
forecastHybrid/tests/testthat/test-theta.R
forecastHybrid/tests/testthat/test-cvts.R
forecastHybrid/tests/testthat/test-hybridModel.R
forecastHybrid/NAMESPACE
forecastHybrid/R
forecastHybrid/R/hybridModel.R forecastHybrid/R/theta.R forecastHybrid/R/cvts.R forecastHybrid/R/forecast.hybridModel.R
forecastHybrid/vignettes
forecastHybrid/vignettes/forecastHybrid.Rmd
forecastHybrid/MD5
forecastHybrid/build
forecastHybrid/build/vignette.rds
forecastHybrid/DESCRIPTION
forecastHybrid/man
forecastHybrid/man/plot.hybridModel.Rd forecastHybrid/man/accuracy.cvts.Rd forecastHybrid/man/residuals.hybridModel.Rd forecastHybrid/man/accuracy.Rd forecastHybrid/man/forecast.hybridModel.Rd forecastHybrid/man/thetam.Rd forecastHybrid/man/accuracy.default.Rd forecastHybrid/man/is.hybridModel.Rd forecastHybrid/man/plot.thetam.Rd forecastHybrid/man/hybridModel.Rd forecastHybrid/man/fitted.hybridModel.Rd forecastHybrid/man/print.hybridModel.Rd forecastHybrid/man/summary.hybridModel.Rd forecastHybrid/man/cvts.Rd forecastHybrid/man/forecast.thetam.Rd forecastHybrid/man/accuracy.hybridModel.Rd

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