Man pages for Techtonique/ahead
Time Series Forecasting with uncertainty quantification
| armagarchf | ARMA(1, 1)-GARCH(1, 1) forecasting (with simulation) |
| basicf | Basic forecasting (mean, median, random walk) |
| comb_GLMNET | GLMNET Regression Forecast Combination |
| comb_OLS | Ordinary Least Squares Forecast Combination |
| comb_Ridge | Ridge Regression Forecast Combination |
| computeattention | Compute global attention weights and context vectors for time... |
| conformalize | Conformalize a forecasting function |
| createtrendseason | Create trend and seasonality features for univariate time... |
| direct_sampling | Direct sampling |
| dynrmf | Dynamic regression model |
| eatf | Combined ets-arima-theta forecasts |
| fitforecast | Fit and forecast for benchmarking purposes |
| fit_func | Fit univariate time series using caret ML model (for use with... |
| genericforecast | Generic Forecasting Function (Unified interface) |
| get_error | Get error metrics |
| getreturns | Calculate returns or log-returns for multivariate time series |
| getsimulations | Obtain simulations (when relevant) from a selected time... |
| glmthetaf | Generalized Linear Model Theta Forecast |
| loessf | Loess forecasting |
| loocvridge2f | LOOCV for Ridge2 model |
| mlf | Conformalized Forecasting using Machine Leaning models |
| plot.foreccomb_res | Plot results from forecast combination model |
| plot.mtsforecast | Plot multivariate time series forecast or residuals |
| predict.foreccomb_res | Prediction function for Forecast Combinations |
| predict_func | Predict univariate time series using caret ML model(for use... |
| ridge2f | Ridge2 model |
| rmultivariate | Simulate multivariate data |
| summary.foreccomb_res | Summary of Forecast Combination |
| varf | Vector Autoregressive model (adapted from vars::VAR) |
