Package: tspredit 1.0.777

tspredit: Time Series Prediction Integrated Tuning

Prediction is one of the most important activities while working with time series. There are many alternative ways to model the time series. Finding the right one is challenging to model them. Most data-driven models (either statistical or machine learning) demand tuning. Setting them right is mandatory for good predictions. It is even more complex since time series prediction also demands choosing a data pre-processing that complies with the chosen model. Many time series frameworks have features to build and tune models. The package differs as it provides a framework that seamlessly integrates tuning data pre-processing activities with the building of models. The package provides functions for defining and conducting time series prediction, including data pre(post)processing, decomposition, tuning, modeling, prediction, and accuracy assessment. More information is available at Izau et al. <doi:10.5753/sbbd.2022.224330>.

Authors:Eduardo Ogasawara [aut, ths, cre], Cristiane Gea [aut], Diogo Santos [aut], Rebecca Salles [aut], Vitoria Birindiba [aut], Carla Pacheco [aut], Eduardo Bezerra [aut], Esther Pacitti [aut], Fabio Porto [aut], Federal Center for Technological Education of Rio de Janeiro [cph]

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tspredit.pdf |tspredit.html
tspredit/json (API)

# Install 'tspredit' in R:
install.packages('tspredit', repos = c('https://eogasawara.r-universe.dev', 'https://cloud.r-project.org'))

Peer review:

Bug tracker:https://github.com/cefet-rj-dal/daltoolbox/issues

Datasets:

On CRAN:

27 exports 0.61 score 140 dependencies 5 scripts 424 downloads

Last updated 2 months agofrom:c570cf9d88. Checks:OK: 7. Indexed: yes.

TargetResultDate
Doc / VignettesOKAug 29 2024
R-4.5-winOKAug 29 2024
R-4.5-linuxOKAug 29 2024
R-4.4-winOKAug 29 2024
R-4.4-macOKAug 29 2024
R-4.3-winOKAug 29 2024
R-4.3-macOKAug 29 2024

Exports:ts_aug_awarenessts_aug_awaresmoothts_aug_flipts_aug_jitterts_aug_nonets_aug_shrinkts_aug_stretchts_aug_wormholets_fil_emats_fil_emdts_fil_fftts_fil_hpts_fil_kalmants_fil_lowessts_fil_mats_fil_nonets_fil_qests_fil_recursivets_fil_remdts_fil_seas_adjts_fil_sests_fil_smoothts_fil_splinets_fil_waveletts_fil_winsorts_maintunets_norm_none

Dependencies:askpassbitopsbootcaretcaToolscellrangerclasscliclockclustercodetoolscolorspacecpp11crayoncurldaltoolboxdata.tabledbscanDescToolsdiagramdigestdotCall64dplyre1071elmNNRcppEMDExactexpmfansifarverfieldsFNNforeachforecastfracdifffuturefuture.applygenericsggplot2gldglobalsgluegowergplotsgtablegtoolshardhatherehhthmshttripredisobanditeratorsjsonliteKernelKnnKernSmoothKFASlabelinglatticelavalifecyclelistenvlmomlmtestlocfitlubridatemagrittrmapsMASSMatrixmFiltermgcvmimeMLmetricsModelMetricsmunsellmvtnormnlmennetnumDerivopensslparallellypillarpkgconfigplyrpngprettyunitspROCprodlimprogressprogressrproxypurrrquadprogquantmodR6randomForestrappdirsRColorBrewerRcppRcppArmadilloRcppTOMLreadxlrecipesrematchreshapereshape2reticulaterlangROCRrootSolverpartrprojrootrstudioapiscalesshapespamSQUAREMstringistringrsurvivalsystibbletidyrtidyselecttimechangetimeDatetreetseriesTTRtzdburcautf8vctrsviridisLitewaveletswithrxtszoo