Contains tools to analyze point and interval forecasts produced by alternative methods across many series over multiple horizons. Can work with rolling-origin out-of-sample forecasts. Implements means to access forecast data, to explore actuals and forecasts, and to evaluate and compare forecasting performance.
|Author||Andrey Davydenko [aut, cre], Cuong Sai [aut, cre], Maxim Shcherbakov [aut]|
|Maintainer||Cuong Sai <[email protected]>|
|Package repository||View on GitHub|
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