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TSPred: Functions for Benchmarking Time Series Prediction

Functions for defining and conducting a time series prediction process including pre(post)processing, decomposition, modelling, prediction and accuracy assessment. The generated models and its yielded prediction errors can be used for benchmarking other time series prediction methods and for creating a demand for the refinement of such methods. For this purpose, benchmark data from prediction competitions may be used.

Version: 5.1
Depends: R (≥ 3.5.0)
Imports: forecast, KFAS, stats, MuMIn, EMD, wavelets, vars, ModelMetrics, RSNNS, Rlibeemd, e1071, elmNNRcpp, nnet, randomForest, magrittr, plyr, methods, dplyr, keras, tfdatasets
Published: 2021-01-21
DOI: 10.32614/CRAN.package.TSPred
Author: Rebecca Pontes Salles [aut, cre, cph] (CEFET/RJ), Eduardo Ogasawara [ths] (CEFET/RJ)
Maintainer: Rebecca Pontes Salles <rebeccapsalles at acm.org>
BugReports: https://github.com/RebeccaSalles/TSPred/issues
License: GPL-2 | GPL-3 [expanded from: GPL (≥ 2)]
URL: https://github.com/RebeccaSalles/TSPred/wiki
NeedsCompilation: no
Citation: TSPred citation info
CRAN checks: TSPred results

Documentation:

Reference manual: TSPred.pdf

Downloads:

Package source: TSPred_5.1.tar.gz
Windows binaries: r-devel: TSPred_5.1.zip, r-release: TSPred_5.1.zip, r-oldrel: TSPred_5.1.zip
macOS binaries: r-release (arm64): TSPred_5.1.tgz, r-oldrel (arm64): TSPred_5.1.tgz, r-release (x86_64): TSPred_5.1.tgz, r-oldrel (x86_64): TSPred_5.1.tgz
Old sources: TSPred archive

Reverse dependencies:

Reverse imports: predtoolsTS

Linking:

Please use the canonical form https://CRAN.R-project.org/package=TSPred to link to this page.

These binaries (installable software) and packages are in development.
They may not be fully stable and should be used with caution. We make no claims about them.