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spooky: Time Feature Extrapolation Using Spectral Analysis and Jack-Knife Resampling
Proposes application of spectral analysis and jack-knife resampling for multivariate sequence forecasting. The application allows for a fast random search in a compact space of hyper-parameters composed by Sequence Length and Jack-Knife Leave-N-Out.
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Package details |
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| Author | Giancarlo Vercellino |
| Maintainer | Giancarlo Vercellino <giancarlo.vercellino@gmail.com> |
| License | GPL-3 |
| Version | 1.4.0 |
| URL | https://rpubs.com/giancarlo_vercellino/spooky |
| Package repository | View on CRAN |
| Installation |
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