mitchelloharawild/fasster: Fast Additive Switching of Seasonality, Trend and Exogenous Regressors

Implementation of the FASSTER model for forecasting time series with multiple seasonalities using switching states.

Getting started

Package details

Maintainer
LicenseGPL-3
Version0.1.0.9100
URL https://github.com/mitchelloharawild/fasster
Package repositoryView on GitHub
Installation Install the latest version of this package by entering the following in R:
install.packages("remotes")
remotes::install_github("mitchelloharawild/fasster")
mitchelloharawild/fasster documentation built on Sept. 10, 2022, 11:31 p.m.