tulip-package: tulip: Robust Probabilistic Forecasts to Tinker With
In timradtke/heuristika: Robust Probabilistic Forecasts to Tinker With
tulip-package R Documentation
tulip: Robust Probabilistic Forecasts to Tinker With
Description
An implementation of robust exponential smoothing models that produce probabilistic forecasts using sample paths. Handling of anomalies is integrated into a custom maximum-a-posteriori fitting procedure that exposes most aspects of the model to the user. Initial states can be provided to start training from previous fits, transfer seasonality from other time series. User-defined parameter grids and prior distributions restrict the set of reasonable model choices to robust ones.
Author(s)
Maintainer: Tim Radtke tim@timradtke.net
See Also
Useful links:
timradtke/heuristika documentation built on April 24, 2023, 1:55 a.m.
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
| tulip-package | R Documentation |
tulip: Robust Probabilistic Forecasts to Tinker With
Description
An implementation of robust exponential smoothing models that produce probabilistic forecasts using sample paths. Handling of anomalies is integrated into a custom maximum-a-posteriori fitting procedure that exposes most aspects of the model to the user. Initial states can be provided to start training from previous fits, transfer seasonality from other time series. User-defined parameter grids and prior distributions restrict the set of reasonable model choices to robust ones.
Author(s)
Maintainer: Tim Radtke tim@timradtke.net
See Also
Useful links:
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
Embedding an R snippet on your website
Add the following code to your website.
For more information on customizing the embed code, read Embedding Snippets.