clean_smd_data | Load SMD data |
dbl_block_bs | Double seasonal block bootstrap |
fit_models | Fit xgboost and vanilla models |
format_rec_df | Format reconciled dataframes |
get_calendar_vars | Get calendar variables |
get_lagged_vars | Get lagged variables |
get_quantiles | Get quantiles |
get_rmse | Calculate RMSE |
get_train_test_df | Get train and test data frames |
h_rec | Hierarchical reconciliation by OLS |
h_rec_w | Hierarchical reconciliation by WLS |
hts_reconciliation | Hierarchical time-series reconciliation |
load_smd_data | Load SMD data |
pinball_loss | Pinball loss function |
resid_block_bs | Block bootstrap |
sample_sequence_similar_days | Sample sequence of similar days |
sample_similar_day | Sample similar days |
save_results | Output quantile forecasts to excel |
shuffle_weather | Shuffle historical weather |
trim_model_fat | Trims models |
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