A framework for dynamically combining forecasting models for time series forecasting predictive tasks. It leverages machine learning models from other packages to automatically combine expert advice using metalearning and other state-of-the-art forecasting combination approaches. The predictive methods receive a data matrix as input, representing an embedded time series, and return a predictive ensemble model. The ensemble use generic functions 'predict()' and 'forecast()' to forecast future values of the time series. Moreover, an ensemble can be updated using methods, such as 'update_weights()' or 'update_base_models()'. A complete description of the methods can be found in: Cerqueira, V., Torgo, L., Pinto, F., and Soares, C. "Arbitrated Ensemble for Time Series Forecasting." to appear at: Joint European Conference on Machine Learning and Knowledge Discovery in Databases. Springer International Publishing, 2017; and Cerqueira, V., Torgo, L., and Soares, C.: "Arbitrated Ensemble for Solar Radiation Forecasting." International Work-Conference on Artificial Neural Networks. Springer, 2017 <doi:10.1007/978-3-319-59153-7_62>.
|Author||Vitor Cerqueira [aut, cre], Luis Torgo [ctb], Carlos Soares [ctb]|
|Maintainer||Vitor Cerqueira <[email protected]>|
|License||GPL (>= 2)|
|Package repository||View on CRAN|
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