temper: Temporal Encoder-Masked Probabilistic Ensemble Regressor

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.

Getting started

Package details

AuthorGiancarlo Vercellino [aut, cre, cph]
MaintainerGiancarlo Vercellino <giancarlo.vercellino@gmail.com>
LicenseGPL-3
Version1.0.0
URL https://rpubs.com/giancarlo_vercellino/temper
Package repositoryView on CRAN
Installation Install the latest version of this package by entering the following in R:
install.packages("temper")

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temper documentation built on Aug. 8, 2025, 7:43 p.m.