Man pages for lily940703/febama
Feature-based Bayesian Forecasting Model Averaging
| auto.arima_fore | The forecasting model ARIMA basd on 'forecast::auto.arima' |
| egarch_fore | The forecasting model egarch basd on 'rugarch' package |
| ets_fore | The forecasting model ETS basd on 'forecast::ets' |
| feature_clean | Delete the features with NaN and add attributes |
| febama_mcmc | Inference procedure of FEBAMA framework |
| forecast_feature_results_multi | Forecasting with FEBAMA |
| garch_fore | The forecasting model garch basd on 'rugarch' package |
| log_posterior | Calculate the log posterior |
| log_priors | Calculate the log joint prior |
| logscore | Calculate the log predictive score |
| lpd_features_multi | Compute log predictive densities and features |
| model_conf_default | Defualt parameter settings of FEBAMA framework |
| naive_fore | The forecasting model naive basd on 'forecast::naive' |
| rw_drift_fore | The forecasting model random walk basd on 'forecast::rwf' |
| sv_fore | The forecasting model garch basd on 'stochvol' package |
