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
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:

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