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organik: Multi-Horizon Probabilistic Ensemble with Copulas for Time Series Forecasting

Trains per-horizon probabilistic ensembles from a univariate time series. It supports 'rpart', 'glmnet', and 'kNN' engines with flexible residual distributions and heteroscedastic scale models, weighting variants by calibration-aware scores. A Gaussian/t copula couples the marginals to simulate joint forecast paths, returning quantiles, means, and step increments across horizons.

Version: 1.0.1
Depends: R (≥ 4.1.0)
Imports: rpart (≥ 4.1.24), glmnet (≥ 4.1-10), Matrix (≥ 1.7-3), MASS (≥ 7.3-65), imputeTS (≥ 3.4)
Suggests: knitr, testthat (≥ 3.0.0)
Published: 2025-11-26
DOI: 10.32614/CRAN.package.organik
Author: Giancarlo Vercellino [aut, cre, cph]
Maintainer: Giancarlo Vercellino <giancarlo.vercellino at gmail.com>
License: GPL-3
URL: https://rpubs.com/giancarlo_vercellino/organik
NeedsCompilation: no
Materials: NEWS
CRAN checks: organik results

Documentation:

Reference manual: organik.html , organik.pdf

Downloads:

Package source: organik_1.0.1.tar.gz
Windows binaries: r-devel: not available, r-release: not available, r-oldrel: organik_1.0.0.zip
macOS binaries: r-release (arm64): organik_1.0.1.tgz, r-oldrel (arm64): organik_1.0.1.tgz, r-release (x86_64): organik_1.0.1.tgz, r-oldrel (x86_64): organik_1.0.1.tgz
Old sources: organik 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.