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forecastHybrid: Convenient Functions for Ensemble Time Series Forecasts

Convenient functions for ensemble forecasts in R combining approaches from the 'forecast' package. Forecasts generated from auto.arima(), ets(), thetaf(), nnetar(), stlm(), tbats(), and snaive() can be combined with equal weights, weights based on in-sample errors (introduced by Bates & Granger (1969) <doi:10.1057/jors.1969.103>), or cross-validated weights. Cross validation for time series data with user-supplied models and forecasting functions is also supported to evaluate model accuracy.

Version: 5.0.19
Depends: R (≥ 3.1.1), forecast (≥ 8.12), thief
Imports: doParallel (≥ 1.0.10), foreach (≥ 1.4.3), ggplot2 (≥ 2.2.0), purrr (≥ 0.2.5), zoo (≥ 1.7)
Suggests: GMDH, knitr, rmarkdown, roxygen2, testthat
Published: 2020-08-28
DOI: 10.32614/CRAN.package.forecastHybrid
Author: David Shaub [aut, cre], Peter Ellis [aut]
Maintainer: David Shaub <davidshaub at gmx.com>
BugReports: https://github.com/ellisp/forecastHybrid/issues
License: GPL-3
URL: https://gitlab.com/dashaub/forecastHybrid, https://github.com/ellisp/forecastHybrid
NeedsCompilation: no
Materials: NEWS
In views: TimeSeries
CRAN checks: forecastHybrid results

Documentation:

Reference manual: forecastHybrid.pdf
Vignettes: Using the "forecastHybrid" package

Downloads:

Package source: forecastHybrid_5.0.19.tar.gz
Windows binaries: r-devel: forecastHybrid_5.0.19.zip, r-release: forecastHybrid_5.0.19.zip, r-oldrel: forecastHybrid_5.0.19.zip
macOS binaries: r-release (arm64): forecastHybrid_5.0.19.tgz, r-oldrel (arm64): forecastHybrid_5.0.19.tgz, r-release (x86_64): forecastHybrid_5.0.19.tgz, r-oldrel (x86_64): forecastHybrid_5.0.19.tgz
Old sources: forecastHybrid archive

Reverse dependencies:

Reverse imports: TSstudio

Linking:

Please use the canonical form https://CRAN.R-project.org/package=forecastHybrid 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.