Man pages for seer
Feature-Based Forecast Model Selection

accuracy_arimaCalculate accuracy measue based on ARIMA models
accuracy_etsForecast-accuracy calculation
accuracy_mstlCalculate accuracy based on MSTL
accuracy_nnCalculate accuracy measure calculated based on neural network...
accuracy_rwCalculate accuracy measure based on random walk models
accuracy_rwdCalculate accuracy measure based on random walk with drift
accuracy_snaiveCalculate accuracy measure based on snaive method
accuracy_stlarCalculate accuracy measure based on STL-AR method
accuracy_tbatsCalculate accuracy measure based on TBATS
accuracy_thetaCalculate accuracy measure based on Theta method
accuracy_wnCalculate accuracy measure based on white noise process
acf5Autocorrelation-based features
acf_seasonalDiffAutocorrelation coefficients based on seasonally differenced...
build_rfbuild random forest classifier
cal_featuresCalculate features for new time series instances
cal_m4measuresMean of MASE and sMAPE
cal_MASEMean Absolute Scaled Error(MASE)
cal_medianscaledscale MASE and sMAPE by median
cal_sMAPEsymmetric Mean Absolute Pecentage Error(sMAPE)
cal_WAWeighted Average
classify_labelsClassify labels according to the FFORMS famework
classlabelidentify the best forecasting method
combination_forecast_insideThis function is call to be inside fforms_combination
convert_mstsConvert multiple frequency time series into msts object
e_acf1Autocorrelation coefficient at lag 1 of the residuals
fcast_accuracycalculate forecast accuracy from different forecasting...
fforms_combinationforecastCombination forecast based on fforms
fforms_ensembleFunction to identify models to compute combination forecast...
holtWinter_parametersParameter estimates of Holt-Winters seasonal method
prepare_trainingsetpreparation of training set
rf_forecastfunction to calculate point forecast, 95% confidence...
sim_arimabasedSimulate time series based on ARIMA models
sim_etsbasedSimulate time series based on ETS models
sim_mstlbasedSimulate time series based on multiple seasonal decomposition
split_namessplit the names of ARIMA and ETS models
stlarSTL-AR method
unitrootUnit root test statistics
seer documentation built on Oct. 1, 2022, 9:06 a.m.