autoTS: Automatic Model Selection and Prediction for Univariate Time Series

Offers a set of functions to easily make predictions for univariate time series. 'autoTS' is a wrapper of existing functions of the 'forecast' and 'prophet' packages, harmonising their outputs in tidy dataframes and using default values for each. The core function getBestModel() allows the user to effortlessly benchmark seven algorithms along with a bagged estimator to identify which one performs the best for a given time series.

Version: 0.9.11
Suggests: knitr, rmarkdown, stringr
Published: 2020年06月05日
Author: Vivien Roussez
Maintainer: Vivien Roussez <vivien.roussez at gmail.com>
License: GPL-3
NeedsCompilation: no
CRAN checks: autoTS results

Documentation:

Reference manual: autoTS.html , autoTS.pdf

Downloads:

Package source: autoTS_0.9.11.tar.gz
Windows binaries: r-devel: autoTS_0.9.11.zip, r-release: autoTS_0.9.11.zip, r-oldrel: autoTS_0.9.11.zip
macOS binaries: r-release (arm64): autoTS_0.9.11.tgz, r-oldrel (arm64): autoTS_0.9.11.tgz, r-release (x86_64): autoTS_0.9.11.tgz, r-oldrel (x86_64): autoTS_0.9.11.tgz
Old sources: autoTS archive

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