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Offers a set of functions to easily make predictions for univariate time series. 'autoTS' is a wrapper of existing functions of the 'forecast' and 'prophet' packages, harmonising their outputs in tidy dataframes and using default values for each. The core function getBestModel() allows the user to effortlessly benchmark seven algorithms along with a bagged estimator to identify which one performs the best for a given time series.
| Version: | 0.9.11 |
| Imports: | rlang, prophet, dplyr, magrittr, lubridate, tidyr, forecast, ggplot2, RcppRoll, shiny, shinycssloaders, plotly |
| Suggests: | knitr, rmarkdown, stringr |
| Published: | 2020-06-05 |
| Author: | Vivien Roussez |
| Maintainer: | Vivien Roussez <vivien.roussez at gmail.com> |
| BugReports: | https://github.com/vivienroussez/autots/issues |
| License: | GPL-3 |
| URL: | https://github.com/vivienroussez/autoTS |
| NeedsCompilation: | no |
| CRAN checks: | autoTS results |
| Reference manual: | autoTS.pdf |
| Vignettes: |
Introduction to autoTS |
| Package source: | autoTS_0.9.11.tar.gz |
| Windows binaries: | r-devel: autoTS_0.9.11.zip, r-release: autoTS_0.9.11.zip, r-oldrel: autoTS_0.9.11.zip |
| macOS binaries: | r-release (arm64): autoTS_0.9.11.tgz, r-oldrel (arm64): autoTS_0.9.11.tgz, r-release (x86_64): autoTS_0.9.11.tgz, r-oldrel (x86_64): autoTS_0.9.11.tgz |
| Old sources: | autoTS archive |
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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.
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