Man pages for xavierkamp/tsForecastR
Forecasting with Traditional Time Series and Machine Learning Models

add_featuresAdd features
add_placeholdersAdd empty placeholders
add_timestepsAdd timesteps
check_backtesting_iterCheck backtesting iteration number
check_backtesting_optCheck backtesting options
check_colnamesDrop punctuations in colnames
check_data_dirCheck the filepath where forecasts can be saved
check_data_sv_as_xtsCheck the time series data and convert to xts
check_fc_horizonCheck forecasting horizon
check_model_namesCheck model names
check_models_argsCheck models' arguments
check_nb_coresCheck the number of selected CPU cores
check_period_iterCheck the period identifier
check_preprocess_fctCheck the custom preprocessing function
check_tensorflowCheck if tensorflow is properly installed
check_time_idCheck the time identifier
check_tmp_test_set_sizeCheck optional test set size
check_valid_set_sizeCheck validation set size
collapse_model_parStore model estimates as a string
combine_fc_resultsCombine forecasting info
default_prepro_fctDefault preprocessing function
extract_coef_arimaExtract model estimates for ARIMA
extract_coef_etsExtract model estimates for ETS
extract_coef_nnetarExtract model estimates for NNETAR
extract_coef_snaiveExtract model estimates for seasonal naive
extract_coef_stlExtract model estimates for STL
extract_coef_tbatsExtract model estimates for TBATS
format_historical_dataFormat original data
generate_fcForecasting Engine API
generate_fc_arimaARIMA Model
generate_fc_automl_h2oAutomated Machine Learning
generate_fc_bstsBayesian Structural Time Series Model
generate_fc_etsExponential Smoothing Model
generate_fc_lstm_kerasLong-Short Term Memory Network
generate_fc_nnetarNeural Network
generate_fc_snaiveSeasonal Naive Model
generate_fc_stlSeason-Trend Decomposition with Loess Model
generate_fc_tbatsTBATS Model
get_fc_with_PIExtract forecasts and prediction intervals from list
get_split_keysGet split keys
ini_model_outputInitialize the model output
nb_diffsDetermine the number of differencing to obtain a stationary...
normalize_dataNormalize the data
preprocess_custom_fctCustomized preprocessing function
print_model_namePrint to console the model name currently selected
read_fc_from_fileRead results from files
read_tsForecastRRecursive function to read results from tsForecastR object
reshape_XReshape regressors X
reshape_YReshape target variable y
save_as_dfRead forecasts from tsForecastR object
save_fc_bstsSave forecasts (for bsts.prediction objects)
save_fc_forecastSave forecasts (for forecast objects)
save_fc_mlSave forecasts (for Machine Learning models)
split_train_test_setSplit the data into a training, validation and test set
transform_dataApply a transformation on the data
univariate_xtsExtract a univariate xts object from a mutivariate 'xts'...
valid_md_arimaCheck ARIMA model validity
valid_md_autml_h2oCheck AutoML-h2o model validity
valid_md_bstsCheck BSTS model validity
valid_md_etsCheck ETS model validity
valid_md_lstm_kerasCheck LSTM-keras model validity
valid_md_nnetarCheck Neural Net model validity
valid_md_snaiveCheck seasonal-naive model validity
valid_md_stlCheck STL model validity
valid_md_tbatsCheck TBATS model validity
xavierkamp/tsForecastR documentation built on Feb. 1, 2020, 10:16 a.m.