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Implements a probabilistic ensemble time-series forecaster that combines an auto-encoder with a neural decision forest whose split variables are learned through a differentiable feature-mask layer. Functions are written with 'torch' tensors and provide CRPS (Continuous Ranked Probability Scores) training plus mixture-distribution post-processing.
Package details |
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Author | Giancarlo Vercellino [aut, cre, cph] |
Maintainer | Giancarlo Vercellino <giancarlo.vercellino@gmail.com> |
License | GPL-3 |
Version | 1.0.0 |
URL | https://rpubs.com/giancarlo_vercellino/temper |
Package repository | View on CRAN |
Installation |
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