Convenient functions for ensemble forecasts in R combining approaches from the 'forecast' package. Forecasts generated from auto.arima(), ets(), thetam(), nnetar(), stlm(), and tbats() can be combined with equal weights, weights based on in-sample errors, or CV weights. Cross validation for time series data and user-supplied models and forecasting functions is also supported to evaluate model accuracy.
|Author||David Shaub [aut, cre], Peter Ellis [aut]|
|Date of publication||2018-01-03 13:09:00 UTC|
|Maintainer||David Shaub <[email protected]>|
|Package repository||View on CRAN|
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