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.

Getting started

Package details

AuthorGiancarlo Vercellino
MaintainerGiancarlo Vercellino <giancarlo.vercellino@gmail.com>
URL https://rpubs.com/giancarlo_vercellino/spooky
Package repositoryView on CRAN
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spooky documentation built on Aug. 14, 2022, 1:06 a.m.