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 <mdancho@business-science.io>
LicenseMIT + file LICENSE
Version1.0.3
URL 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 April 18, 2023, 5:09 p.m.