forecastHybrid: Convenient Functions for Ensemble Time Series Forecasts

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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.

Author
David Shaub [aut, cre], Peter Ellis [ctb]
Date of publication
2016-09-23 09:22:30
Maintainer
David Shaub <davidshaub@gmx.com>
License
GPL-3
Version
0.2.0
URLs

View on CRAN

Man pages

accuracy
Generic method for accuracy
accuracy.cvts
Accuracy measures for cross-validated time series
accuracy.default
Generic method for accuracy
accuracy.hybridModel
Accuracy measures for hybridModel objects
cvts
Cross validation for time series
fitted.hybridModel
Extract Model Fitted Values
forecast.hybridModel
Hybrid forecast
hybridModel
Hybrid time series modelling
is.hybridModel
Test if the object is a hybridModel object
plot.hybridModel
Plot a hybridModel object
print.hybridModel
Print information about the hybridModel object
residuals.hybridModel
Extract Model Residuals
summary.hybridModel
Print a summary of the hybridModel object

Files in this package

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-forecast.hybridModel.R
forecastHybrid/tests/testthat/test-cvts.R
forecastHybrid/tests/testthat/test-hybridModel.R
forecastHybrid/NAMESPACE
forecastHybrid/R
forecastHybrid/R/hybridModel.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/accuracy.default.Rd
forecastHybrid/man/is.hybridModel.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/accuracy.hybridModel.Rd