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("devtools")
library(devtools)
install_github("mitchelloharawild/fasster")
mitchelloharawild/fasster documentation built on Jan. 5, 2019, 4:21 p.m.