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Time Series Prediction Integrated Tuning

Installation

About

Prediction is one of the most important activities while working with time series. There are many alternative ways to model the time series. Finding the right one is challenging to model them. Most data-driven models (either statistical or machine learning) demand tuning. Setting them right is mandatory for good predictions. It is even more complex since time series prediction also demands choosing a data pre-processing that complies with the chosen model. Many time series frameworks have features to build and tune models. The package differs as it provides a framework that seamlessly integrates tuning data pre-processing activities with the building of models. The package provides functions for defining and conducting time series prediction, including data pre(post)processing, decomposition, tuning, modeling, prediction, and accuracy assessment. More information is available at Izau et al. doi:10.5753/sbbd.2022.224330.

github.com/cefet-rj-dal/daltoolbox
cefet-rj-dal.github.io/daltoolbox/

Key Metrics

Version 1.0.767
R ≥ 3.5.0
Published 2024-03-26 40 days ago
Needs compilation? no
License MIT
License File
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Maintainer

Maintainer

Eduardo Ogasawara

eogasawara@ieee.org

Authors

Eduardo Ogasawara

aut / ths / cre

Cristiane Gea

aut

Diogo Santos

aut

Rebecca Salles

aut

Vitoria Birindiba

aut

Carla Pacheco

aut

Eduardo Bezerra

aut

Esther Pacitti

aut

Fabio Porto

aut

Federal Center for Technological Education of Rio de Janeiro

cph

(CEFET/RJ)

Material

README
Reference manual
Package source

macOS

r-release

arm64

r-oldrel

arm64

r-release

x86_64

Windows

r-devel

x86_64

r-release

x86_64

r-oldrel

x86_64

Old Sources

tspredit archive

Depends

R ≥ 3.5.0

Imports

dplyr
stats
forecast
mFilter
DescTools
KFAS
daltoolbox