CRAN/E | spooky

spooky

Time Feature Extrapolation Using Spectral Analysis and Jack-Knife Resampling

Installation

About

Proposes application of spectral analysis and jack-knife resampling for multivariate sequence forecasting. The application allows for a fast random search in a compact space of hyper-parameters composed by Sequence Length and Jack-Knife Leave-N-Out.

rpubs.com/giancarlo_vercellino/spooky

Key Metrics

Version 1.4.0
R ≥ 3.6
Published 2022-08-13 624 days ago
Needs compilation? no
License GPL-3
CRAN checks spooky results

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Maintainer

Maintainer

Giancarlo Vercellino

giancarlo.vercellino@gmail.com

Authors

Giancarlo Vercellino

Material

NEWS
Reference manual
Package source

macOS

r-release

arm64

r-oldrel

arm64

r-release

x86_64

r-oldrel

x86_64

Windows

r-devel

x86_64

r-release

x86_64

r-oldrel

x86_64

Old Sources

spooky archive

Depends

R ≥ 3.6

Imports

purrr ≥ 0.3.4
ggplot2 ≥ 3.3.5
readr ≥ 2.1.2
lubridate ≥ 1.7.10
imputeTS ≥ 3.2
fANCOVA ≥ 0.6-1
scales ≥ 1.1.1
tictoc ≥ 1.0.1
modeest ≥ 2.4.0
moments ≥ 0.14
greybox ≥ 1.0.1
philentropy ≥ 0.5.0
entropy ≥ 1.3.1
fastDummies ≥ 1.6.3