yForecasting/leadingindicators: Find relevant leading indicators for time series forecasting

This development package contains the code to detect, extract, select leading indicators and build a forecasting model. The univariate features such as autoregressive terms or seasonality of the times series are addressed separately.

Getting started

Package details

AuthorYves R. Sagaert
MaintainerYves R. Sagaert <yves.sagaert@vives.be>
LicenseGPL-3 + file LICENSE
Version0.1.0
Package repositoryView on GitHub
Installation Install the latest version of this package by entering the following in R:
install.packages("remotes")
remotes::install_github("yForecasting/leadingindicators")
yForecasting/leadingindicators documentation built on Dec. 12, 2021, 3:09 p.m.