BurakhanS/tbma: Tree-based Moving Average forecasting model

A new tree-based ensemble model that is called tree-based moving average (TBMA) is provided for time series forecasting problems. The TBMA model provides point and probabilistic forecasts and uses both of the tree-based ensemble and MA approaches to consider predictors and time series components. With the use of the tree-based ensemble and MA approaches, the TBMA model can handle a large number of numerical and categorical predictors without sacrificing the accuracy and capture autocorrelation between time series observations.

install.packages("remotes")
remotes::install_github("BurakhanS/tbma")