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. Refer to papers such as "Machine-Learning Models for Sales Time Series Forecasting" Pavlyshenko, B.M. (2019) <doi:10.3390>.

Package details

AuthorMatt Dancho [aut, cre], Business Science [cph]
MaintainerMatt Dancho <>
LicenseMIT + file LICENSE
Package repositoryView on CRAN
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modeltime.ensemble documentation built on Oct. 20, 2021, 1:06 a.m.