Files in ing-bank/tsforecast

Time Series Forecasting Pipeline

R/ANTE_FORECAST_create_main_forecasting_table.R R/ANTE_FORECAST_create_ungrouped_main_forecasting_table.R R/CONFIG.R R/HELPER_add_fc_values_all_split_dates.R R/HELPER_add_fc_values_per_split_date.R R/HELPER_add_missing_attributes_to_ts_object.R R/HELPER_add_ts_object_split.R R/HELPER_calculate_MASE.R R/HELPER_change_ts_object_seasonality.R R/HELPER_cleanup_multivariate_ts_object.R R/HELPER_create_combined_fc_errors_table.R R/HELPER_decide_on_parallel_run.R R/HELPER_filter_stationary_columns.R R/HELPER_force_to_uniseasonal_ts_object.R R/HELPER_force_to_univariate_ts_object.R R/HELPER_get_actuals_from_main_forecasting_table.R R/HELPER_get_bottom_up_fc_values.R R/HELPER_get_consistent_fc_values.R R/HELPER_get_fc_periods.R R/HELPER_get_periodogram.R R/HELPER_get_seasonality_additive.R R/HELPER_get_ts_features.R R/HELPER_show_documentation.R R/HELPER_split_ts_object.R R/HELPER_sum_ts_objects.R R/HELPER_trim_ts_object.R R/HELPER_ts_object_to_periods.R R/HELPER_ts_object_to_tibble.R R/HELPER_union_ts_objects.R R/INTRA_FORECAST_add_all_multivariate_forecast_models.R R/INTRA_FORECAST_add_all_univariate_forecast_models.R R/INTRA_FORECAST_add_ctree_forecast_model.R R/INTRA_FORECAST_add_fc_errors_to_main_forecasting_table.R R/INTRA_FORECAST_add_fc_models_to_main_forecasting_table.R R/INTRA_FORECAST_add_kalman_forecast_model.R R/INTRA_FORECAST_add_multivariate_forecast_model.R R/INTRA_FORECAST_add_prophet_forecast_model.R R/INTRA_FORECAST_add_randomforest_forecast_model.R R/INTRA_FORECAST_add_recursive_ml_forecast_model.R R/INTRA_FORECAST_add_rpart_forecast_model.R R/INTRA_FORECAST_add_univariate_forecast_model.R R/INTRA_FORECAST_calculate_forecast_errors.R R/INTRA_FORECAST_ctree_fit.R R/INTRA_FORECAST_decompose_ts_object_for_ML.R R/INTRA_FORECAST_randomforest_fit.R R/INTRA_FORECAST_recursive_forcasting.R R/INTRA_FORECAST_rpart_fit.R R/META_apply_fforma_model.R R/META_generate_training_data_from_M4.R R/META_prepare_fforma_training_data.R R/META_store_main_forecasting_table_for_fforma.R R/META_train_fforma_model.R R/POST_FORECAST_add_hierarchical_fc_models_to_main_forecasting_table.R R/POST_FORECAST_add_mean_ensemble_fc_methods.R R/POST_FORECAST_get_best_forecast_methods.R R/POST_FORECAST_get_fitted_forecast_values.R R/POST_FORECAST_get_fitted_prophet_values.R R/POST_FORECAST_get_fitted_tree_forest_values.R R/POST_FORECAST_get_forecast_accuracy_overview.R R/VISUALIZE_compare_forecast_per_group.R R/VISUALIZE_compare_forecast_performance_per_group.R R/VISUALIZE_compare_forecasts_performance.R R/VISUALIZE_compare_forecasts_with_actuals.R R/VISUALIZE_plot_hierarchical_forecasts.R R/VISUALIZE_plot_xreg.R R/VISUALIZE_plot_xreg_drivers.R R/WRAPPER_run_example.R R/WRAPPER_start_forecast_analysis_dashboard.R R/WRAPPER_update_main_forecasting_table.R R/initialization/Rmarkdown/document_available_forecast_models.Rmd R/initialization/Rmarkdown/forecast_approach.Rmd R/initialization/Rmarkdown/forecast_models.Rmd R/initialization/calculate_parallel_speedup.R R/initialization/create_univariate_example_data.R R/initialization/document_available_forecast_models.R README.Rmd README.md inst/forecast_analysis_dashboard/FD_external_regressor_drivers_tab_ui.R inst/forecast_analysis_dashboard/FD_external_regressors_tab_ui.R inst/forecast_analysis_dashboard/FD_forecast_deepdive_server.R inst/forecast_analysis_dashboard/FD_forecast_deepdive_ui.R inst/forecast_analysis_dashboard/FD_forecast_performance_tab_ui.R inst/forecast_analysis_dashboard/FD_forecasts_vs_actuals_tab_ui.R inst/forecast_analysis_dashboard/FD_hierarchical_forecasts_tab_ui.R inst/forecast_analysis_dashboard/VH_view_hierarchy_server.R inst/forecast_analysis_dashboard/VH_view_hierarchy_ui.R inst/forecast_analysis_dashboard/main_server.R inst/forecast_analysis_dashboard/server.R inst/forecast_analysis_dashboard/sidebar_ui.R inst/forecast_analysis_dashboard/ui.R man/add_all_multivariate_forecast_models.Rd man/add_all_univariate_forecast_models.Rd man/add_ctree_forecast_model.Rd man/add_fc_errors_to_main_forecasting_table.Rd man/add_fc_models_to_main_forecasting_table.Rd man/add_fc_values_all_split_dates.Rd man/add_fc_values_per_split_date.Rd man/add_hierarchical_fc_models_to_main_forecasting_table.Rd man/add_kalman_forecast_model.Rd man/add_mean_ensemble_fc_methods.Rd man/add_missing_attributes_to_ts_object.Rd man/add_multivariate_forecast_model.Rd man/add_prophet_forecast_model.Rd man/add_randomforest_forecast_model.Rd man/add_recursive_ml_forecast_model.Rd man/add_rpart_forecast_model.Rd man/add_ts_object_split.Rd man/add_univariate_forecast_model.Rd man/apply_fforma_model.Rd man/calculate_MASE.Rd man/calculate_forecast_errors.Rd man/change_ts_object_seasonality.Rd man/cleanup_multivariate_ts_object.Rd man/compare_forecast_per_group.Rd man/compare_forecast_performance_per_group.Rd man/compare_forecasts_performance.Rd man/compare_forecasts_with_actuals.Rd man/create_combined_fc_errors_table.Rd man/create_main_forecasting_table.Rd man/create_ungrouped_main_forecasting_table.Rd man/ctree_fit.Rd man/decide_on_parallel_run.Rd man/decompose_ts_object_for_ML.Rd man/filter_stationary_columns.Rd man/force_to_uniseasonal_ts_object.Rd man/force_to_univariate_ts_object.Rd man/generate_training_data_from_M4.Rd man/get_actuals_from_main_forecasting_table.Rd man/get_best_forecast_methods.Rd man/get_bottom_up_fc_values.Rd man/get_consistent_fc_values.Rd man/get_fc_periods.Rd man/get_fitted_forecast_values.Rd man/get_fitted_prophet_values.Rd man/get_fitted_tree_forest_values.Rd man/get_forecast_accuracy_overview.Rd man/get_periodogram.Rd man/get_seasonality_additive.Rd man/get_ts_features.Rd man/plot_hierarchical_forecasts.Rd man/plot_xreg.Rd man/plot_xreg_drivers.Rd man/prepare_fforma_training_data.Rd man/randomforest_fit.Rd man/rpart_fit.Rd man/run_example.Rd man/show_documentation.Rd man/split_ts_object.Rd man/start_forecast_analysis_dashboard.Rd man/store_main_forecasting_table_for_fforma.Rd man/sum_ts_objects.Rd man/supported_fc_methods.Rd man/train_fforma_model.Rd man/trim_ts_object.Rd man/ts_object_to_periods.Rd man/ts_object_to_tibble.Rd man/union_ts_objects.Rd man/update_main_forecasting_table.Rd tests/testthat.R tests/testthat/test_ANTE_FORECAST_create_main_forecasting_table.R tests/testthat/test_ANTE_FORECAST_create_ungrouped_main_forecasting_table.R tests/testthat/test_HELPER_add_fc_values_all_split_dates.R tests/testthat/test_HELPER_add_fc_values_per_split_date.R tests/testthat/test_HELPER_add_missing_attributes_to_ts_object.R tests/testthat/test_HELPER_add_ts_object_split.R tests/testthat/test_HELPER_calculate_MASE.R tests/testthat/test_HELPER_change_ts_object_seasonality.R tests/testthat/test_HELPER_cleanup_multivariate_ts_object.R tests/testthat/test_HELPER_create_combined_fc_errors_table.R tests/testthat/test_HELPER_decide_on_parallel_run.R tests/testthat/test_HELPER_filter_stationary_columns.R tests/testthat/test_HELPER_force_to_uniseasonal_ts_object.R tests/testthat/test_HELPER_force_to_univariate_ts_object.R tests/testthat/test_HELPER_get_actuals_from_main_forecasting_table.R tests/testthat/test_HELPER_get_bottom_up_fc_values.R tests/testthat/test_HELPER_get_consistent_fc_values.R tests/testthat/test_HELPER_get_fc_periods.R tests/testthat/test_HELPER_get_periodogram.R tests/testthat/test_HELPER_get_seasonality_additive.R tests/testthat/test_HELPER_get_ts_features.R tests/testthat/test_HELPER_show_documentation.R tests/testthat/test_HELPER_split_ts_object.R tests/testthat/test_HELPER_sum_ts_objects.R tests/testthat/test_HELPER_trim_ts_object.R tests/testthat/test_HELPER_ts_object_to_periods.R tests/testthat/test_HELPER_ts_object_to_tibble.R tests/testthat/test_HELPER_union_ts_objects.R tests/testthat/test_INTRA_FORECAST_add_all_multivariate_forecast_models.R tests/testthat/test_INTRA_FORECAST_add_all_univariate_forecast_models.R tests/testthat/test_INTRA_FORECAST_add_ctree_forecast_model.R tests/testthat/test_INTRA_FORECAST_add_fc_errors_to_main_forecasting_table.R tests/testthat/test_INTRA_FORECAST_add_fc_models_to_main_forecasting_table.R tests/testthat/test_INTRA_FORECAST_add_kalman_forecast_model.R tests/testthat/test_INTRA_FORECAST_add_multivariate_forecast_model.R tests/testthat/test_INTRA_FORECAST_add_prophet_forecast_model.R tests/testthat/test_INTRA_FORECAST_add_randomforest_forecast_model.R tests/testthat/test_INTRA_FORECAST_add_recursive_ml_model.R tests/testthat/test_INTRA_FORECAST_add_rpart_forecast_model.R tests/testthat/test_INTRA_FORECAST_add_univariate_forecast_model.R tests/testthat/test_INTRA_FORECAST_calculate_forecast_errors.R tests/testthat/test_INTRA_FORECAST_ctree_fit.R tests/testthat/test_INTRA_FORECAST_decompose_ts_object_for_ML.R tests/testthat/test_INTRA_FORECAST_randomforest_fit.R tests/testthat/test_INTRA_FORECAST_rpart_fit.R tests/testthat/test_META_apply_fforma_model.R tests/testthat/test_META_prepare_fforma_training_data.R tests/testthat/test_META_store_main_forecasting_table_for_fforma.R tests/testthat/test_POST_FORECAST_add_hierarchical_fc_models_to_main_forecasting_table.R tests/testthat/test_POST_FORECAST_get_best_forecast_methods.R tests/testthat/test_POST_FORECAST_get_fitted_forecast_values.R tests/testthat/test_POST_FORECAST_get_fitted_prophet_values.R tests/testthat/test_POST_FORECAST_get_fitted_tree_forest_values.R tests/testthat/test_POST_FORECAST_get_forecast_accuracy_overview.R tests/testthat/test_VISUALIZE_compare_forecast_per_group.R tests/testthat/test_VISUALIZE_compare_forecast_performance_per_group.R tests/testthat/test_VISUALIZE_compare_forecasts_performance.R tests/testthat/test_VISUALIZE_compare_forecasts_with_actuals.R tests/testthat/test_VISUALIZE_plot_hierarchical_forecasts.R tests/testthat/test_VISUALIZE_plot_xreg.R tests/testthat/test_VISUALIZE_plot_xreg_drivers.R tests/testthat/test_WRAPPER_run_example.R tests/testthat/test_WRAPPER_start_forecast_analysis_dashboard.R tests/testthat/test_WRAPPER_update_main_forecasting_table.R