modeltime.ensemble: Ensemble Algorithms for Time Series Forecasting with Modeltime

A 'modeltime' extension that implements time series ensemble forecasting methods including model averaging, weighted averaging, and stacking. These techniques are popular methods to improve forecast accuracy and stability.

Package details

AuthorMatt Dancho [aut, cre], Business Science [cph]
MaintainerMatt Dancho <mdancho@business-science.io>
LicenseMIT + file LICENSE
Version1.0.4
URL https://business-science.github.io/modeltime.ensemble/ https://github.com/business-science/modeltime.ensemble
Package repositoryView on CRAN
Installation Install the latest version of this package by entering the following in R:
install.packages("modeltime.ensemble")

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modeltime.ensemble documentation built on Sept. 11, 2024, 6:42 p.m.