In grundy95/changepoint.forecast: Sequential Changepoint Detection of Forecast Errors

knitr::opts_chunk$set(
  collapse = TRUE,
  comment = "#>",
  fig.path = "man/figures/README-",
  out.width = "100%"
)

changepoint.forecast

The goal of changepoint.forecast is to perform sequential changepoint analysis of forecast errors to quickly detect when forecasts become inaccurate.

Installation

The development version can be downloaded from GitHub with:

# install.packages("devtools")
devtools::install_github("grundy95/changepoint.forecast")

Vignette

For basic usage and how to implement this framework in an online fashion, see the Vignettes which can be accessed with

vignette(package='changepoint.forecast')

grundy95/changepoint.forecast documentation built on Dec. 20, 2021, 1:45 p.m.