opera: Online Prediction by Expert Aggregation

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Misc methods to form online predictions, for regression-oriented time-series, by combining a finite set of forecasts provided by the user.

Author
Pierre Gaillard [cre, aut], Yannig Goude [aut]
Date of publication
2016-08-17 12:26:24
Maintainer
Pierre Gaillard <pierre@gaillard.me>
License
LGPL
Version
1.0
URLs

View on CRAN

Man pages

electric_load
Electricity forecasting data set
loss
Errors suffered by a sequence of predictions
mixture
Compute an aggregation rule
opera-package
Online Prediction by ExpeRt Aggregation
oracle
Compute oracle predictions
plot.mixture
Plot an object of class mixture
predict.mixture
Predict method for Mixture models
seriesToBlock
Convert a 1-dimensional series to blocks

Files in this package

opera
opera/inst
opera/inst/img
opera/inst/img/MLpol-6.png
opera/inst/img/MLpol-2.png
opera/inst/img/MLpol-5.png
opera/inst/img/Load-1.png
opera/inst/img/loadAndForecasts-1.png
opera/inst/img/Temp-1.png
opera/inst/img/MLpol-3.png
opera/inst/img/opera-logo.jpg
opera/inst/img/MLpol-1.png
opera/inst/img/NumWeek-1.png
opera/inst/img/oracle-1.png
opera/inst/img/MLpol-4.png
opera/inst/doc
opera/inst/doc/opera-vignette.R
opera/inst/doc/opera-vignette.Rmd
opera/inst/doc/opera-vignette.html
opera/tests
opera/tests/examples
opera/tests/examples/example.R
opera/tests/examples/example2.R
opera/tests/testthat.R
opera/tests/testthat
opera/tests/testthat/test-oracle.R
opera/tests/testthat/test-mixture.R
opera/tests/testthat/test-blocks.R
opera/NAMESPACE
opera/data
opera/data/electric_load.RData
opera/R
opera/R/mixture.R
opera/R/bestConvex.R
opera/R/ewa.R
opera/R/opera-package.R
opera/R/predictReal-mixture.R
opera/R/simplexProj.R
opera/R/lossConv.R
opera/R/truncate1.R
opera/R/plot-mixture.R
opera/R/bestLinear.R
opera/R/nBOA.r
opera/R/plot-oracle.R
opera/R/OGD.R
opera/R/seriesToBlock.R
opera/R/summary-mixture.R
opera/R/predict-mixture.R
opera/R/bestShifts.R
opera/R/lossPred.R
opera/R/BOA.R
opera/R/blockToSeries.R
opera/R/MLpol.R
opera/R/ewaCalib.R
opera/R/ridgeCalib.R
opera/R/fixedshare.R
opera/R/methods-oracle.R
opera/R/fixedshareCalib.R
opera/R/loss.R
opera/R/ridge.R
opera/R/print-mixture.R
opera/R/electric_load-data.R
opera/R/oracle.R
opera/R/MLewa.R
opera/R/MLprod.R
opera/vignettes
opera/vignettes/opera-vignette.Rmd
opera/README.md
opera/MD5
opera/build
opera/build/vignette.rds
opera/DESCRIPTION
opera/man
opera/man/loss.Rd
opera/man/mixture.Rd
opera/man/opera-package.Rd
opera/man/predict.mixture.Rd
opera/man/oracle.Rd
opera/man/seriesToBlock.Rd
opera/man/plot.mixture.Rd
opera/man/electric_load.Rd