The package implement a modular version of the DFML Algorithm (https://doi.org/10.1007/s41060-018-0150-x), supporting multiple forecasting techniques and multiple dimensionaliity reduction techniques. The forecasting techniques supported are the M4 benchmarks (via a custom package), state-of-the-art multistep ahead techniques (k-NN, RF both in a direct and recursive fashion and MIMO, via gbcode), and gradient boosting techniques (XGBoost and LightGBM, via the corresponding packages).
Package details |
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Maintainer | |
License | GPL-3 + file LICENSE |
Version | 0.1.0.0 |
Package repository | View on GitHub |
Installation |
Install the latest version of this package by entering the following in R:
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