CRAN

tsensembler 0.0.4

Dynamic Ensembles for Time Series Forecasting

Released Apr 13, 2018 by Vitor Cerqueira

This package cannot yet be used with Renjin it depends on other packages which are not available: forecast 8.3 An older version of this package is more compatible with Renjin.

Dependencies

forecast 8.3 gbm 2.1.3 RcppRoll 0.2.2 xts 0.10-2 pls 2.6-0 nnet 7.3-12 opera 1.0 earth 4.6.3 softImpute 1.4 glmnet 2.0-16 ranger 0.10.0 Cubist 0.2.2 kernlab 0.9-26 zoo 1.8-1

A framework for dynamically combining forecasting models for time series forecasting predictive tasks. It leverages machine learning models from other packages to automatically combine expert advice using metalearning and other state-of-the-art forecasting combination approaches. The predictive methods receive a data matrix as input, representing an embedded time series, and return a predictive ensemble model. The ensemble use generic functions 'predict()' and 'forecast()' to forecast future values of the time series. Moreover, an ensemble can be updated using methods, such as 'update_weights()' or 'update_base_models()'. A complete description of the methods can be found in: Cerqueira, V., Torgo, L., Pinto, F., and Soares, C. "Arbitrated Ensemble for Time Series Forecasting." to appear at: Joint European Conference on Machine Learning and Knowledge Discovery in Databases. Springer International Publishing, 2017; and Cerqueira, V., Torgo, L., and Soares, C.: "Arbitrated Ensemble for Solar Radiation Forecasting." International Work-Conference on Artificial Neural Networks. Springer, 2017 .

Source

R

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