Files in vcerqueira/vest

automatic feature eng for forecasting

R/arima-expsmooth.r R/class-vest.r R/clean-features.r R/learning-algorithms.r R/multi-step-forecast.r R/statistics.r R/time-delay-embedding.r R/trigonometry.r R/utils.r R/vec-selection.r R/vec-summary.r R/vec-transformations.r R/workflows.r README.md experiments/analysis-src.r experiments/data/get-data.r experiments/example.r experiments/importance.r experiments/learning-curve-analysis.r experiments/result-analysis.r experiments/run-part1.r experiments/run-part2.r experiments/run-part3-arima.r experiments/run-part3-learningcurve.r man/BayesianSignTest.Rd man/HURST.Rd man/K_HAT.Rd man/LASSO.predict.Rd man/LASSO.train.Rd man/M5.cycle.Rd man/M5.multi_step_cycle.Rd man/M5.predict.Rd man/M5.self_cycle.Rd man/M5.train.Rd man/VEST-class.Rd man/VEST.Rd man/WF_part1.Rd man/WF_part2.Rd man/WF_part2_direct2.Rd man/XGB.predict.Rd man/XGB.train.Rd man/accelaration.Rd man/apply_transformations-VEST-method.Rd man/apply_transformations.Rd man/arima_multistep.Rd man/cleanup_feats-VEST-method.Rd man/cleanup_feats.Rd man/convert.fft.Rd man/cospi.Rd man/create_datasets.Rd man/dauDWTenergy.Rd man/direct_msf.Rd man/estimate_fi.Rd man/ets_multistep.Rd man/feat_select_bf.Rd man/feat_select_br.Rd man/feat_select_corr.Rd man/feat_select_vest.Rd man/feature_engineering.Rd man/fft_strength.Rd man/ft_summary.Rd man/ft_t_boxcox.Rd man/ft_t_diff.Rd man/ft_t_diff2.Rd man/ft_t_dwt.Rd man/ft_t_fourier_cos.Rd man/ft_t_fourier_sin.Rd man/ft_t_sdiff.Rd man/ft_t_seasadj.Rd man/ft_t_seascomp.Rd man/ft_t_sma.Rd man/ft_t_wins.Rd man/ft_transformation.Rd man/get_fourier_terms.Rd man/get_fourier_terms_.Rd man/get_importance-VEST-method.Rd man/get_importance.Rd man/get_outer_dynamics.Rd man/get_scale_keys.Rd man/get_summary-VEST-method.Rd man/get_summary.Rd man/get_transformations-VEST-method.Rd man/get_transformations.Rd man/get_xgb_model.Rd man/get_xgb_preds.Rd man/get_y_val.Rd man/log_trans.Rd man/max_lyapunov_exp.Rd man/multistep.prediction.Rd man/my_embedd.Rd man/myholdout2.Rd man/nout2.Rd man/npeaks.Rd man/percentual_difference.Rd man/poincare_variability.Rd man/pred_fourier_terms.Rd man/predict-VEST-method.Rd man/predict_outer_dynamics.Rd man/proportion.Rd man/relative_dispersion.Rd man/rep_holdout_origins.Rd man/replace_inf.Rd man/run_classical_methods.Rd man/search_k_vall.Rd man/sinpi.Rd man/slope.Rd man/soft_completion.Rd man/step_change.Rd man/tbats_multistep.Rd man/tpoints.Rd man/ts_df_slip_by_size.Rd man/ts_holdout.Rd man/unroll_embedd.Rd man/xgb.optimize.Rd python/vest/README.md