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DESCRIPTION
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Package: seer
Type: Package
Title: Feature-Based Forecast Model Selection
Version: 1.1.8
Authors@R: c(
person("Thiyanga", "Talagala", email = "[email protected]", role = c("aut", "cre"), comment=c(ORCID = "0000-0002-0656-9789")),
person("Rob J", "Hyndman", role = c("ths", "aut"), comment = c(ORCID = "0000-0002-2140-5352")),
person("George", "Athanasopoulos", role = c("ths", "aut")))
Maintainer: Thiyanga Talagala <[email protected]>
Description: A novel meta-learning framework for forecast model selection using time series features. Many applications require a large number of time series to be forecast. Providing better forecasts for these time series is important in decision and policy making. We propose a classification framework which selects forecast models based on features calculated from the time series. We call this framework FFORMS (Feature-based FORecast Model Selection). FFORMS builds a mapping that relates the features of time series to the best forecast model using a random forest. 'seer' package is the implementation of the FFORMS algorithm. For more details see our paper at <https://www.monash.edu/business/econometrics-and-business-statistics/research/publications/ebs/wp06-2018.pdf>.
License: GPL-3
URL: https://thiyangt.github.io/seer/
BugReports: https://github.com/thiyangt/seer/issues
Depends:
R (>= 3.2.3)
Imports:
stats,
urca,
forecast (>= 8.3),
dplyr,
magrittr,
randomForest,
forecTheta,
stringr,
tibble,
purrr,
future,
furrr,
utils,
tsfeatures
Encoding: UTF-8
RoxygenNote: 7.2.1
Suggests:
testthat (>= 2.1.0),
covr,
repmis,
knitr,
rmarkdown,
ggplot2,
tidyr,
Mcomp,
GGally