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finnts: Microsoft Finance Time Series Forecasting Framework

Automated time series forecasting developed by Microsoft Finance. The Microsoft Finance Time Series Forecasting Framework, aka Finn, can be used to forecast any component of the income statement, balance sheet, or any other area of interest by finance. Any numerical quantity over time, Finn can be used to forecast it. While it can be applied outside of the finance domain, Finn was built to meet the needs of financial analysts to better forecast their businesses within a company, and has a lot of built in features that are specific to the needs of financial forecasters. Happy forecasting!

Version: 0.5.0
Depends: R (≥ 4.0), modeltime
Imports: cli, Cubist, dials, digest, doParallel, dplyr, earth, feasts, foreach, fs, generics, glue, glmnet, gtools, hts, kernlab, lubridate, magrittr, methods, parallel, parsnip, plyr, purrr, recipes, rlang, rsample, rules, snakecase, stringr, tibble, tidyr, tidyselect, timetk, tune, vroom, workflows
Suggests: arrow (≥ 8.0.0), AzureStor, Boruta, corrr, knitr, Microsoft365R, notebookutils, qs, reactable, rmarkdown, sparklyr, testthat (≥ 3.0.0), vip
Published: 2024-10-25
DOI: 10.32614/CRAN.package.finnts
Author: Mike Tokic ORCID iD [aut, cre], Aadharsh Kannan ORCID iD [aut]
Maintainer: Mike Tokic <mftokic at gmail.com>
BugReports: https://github.com/microsoft/finnts/issues
License: MIT + file LICENSE
URL: https://microsoft.github.io/finnts/, https://github.com/microsoft/finnts
NeedsCompilation: no
Materials: README NEWS
In views: TimeSeries
CRAN checks: finnts results

Documentation:

Reference manual: finnts.pdf
Vignettes: back-testing-and-hyperparameter-tuning (source, R code)
best-model-selection (source, R code)
external-regressors (source, R code)
feature-engineering (source, R code)
feature-selection (source, R code)
quick-start-guide (source, R code)
individual-forecast-components (source, R code)
hierarchical-forecasting (source, R code)
models-used-in-finnts (source, R code)
parallel-processing (source, R code)
tips-for-production (source, R code)

Downloads:

Package source: finnts_0.5.0.tar.gz
Windows binaries: r-devel: finnts_0.5.0.zip, r-release: finnts_0.5.0.zip, r-oldrel: finnts_0.5.0.zip
macOS binaries: r-release (arm64): finnts_0.5.0.tgz, r-oldrel (arm64): finnts_0.5.0.tgz, r-release (x86_64): finnts_0.5.0.tgz, r-oldrel (x86_64): finnts_0.5.0.tgz
Old sources: finnts archive

Linking:

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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.