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tspredit: Time Series Prediction with Integrated Tuning

Time series prediction is a critical task in data analysis, requiring not only the selection of appropriate models, but also suitable data preprocessing and tuning strategies. TSPredIT (Time Series Prediction with Integrated Tuning) is a framework that provides a seamless integration of data preprocessing, decomposition, model training, hyperparameter optimization, and evaluation. Unlike other frameworks, TSPredIT emphasizes the co-optimization of both preprocessing and modeling steps, improving predictive performance. It supports a variety of statistical and machine learning models, filtering techniques, outlier detection, data augmentation, and ensemble strategies. More information is available in Salles et al. <doi:10.1007/978-3-662-68014-8_2>.

Version: 1.1.707
Depends: R (≥ 4.1.0)
Imports: dplyr, stats, forecast, mFilter, DescTools, hht, wavelets, KFAS, daltoolbox
Published: 2025-04-24
DOI: 10.32614/CRAN.package.tspredit
Author: Eduardo Ogasawara ORCID iD [aut, ths, cre], Carla Pacheco [aut], Cristiane Gea [aut], Diogo Santos [aut], Rebecca Salles [aut], Vitoria Birindiba [aut], Eduardo Bezerra [aut], Esther Pacitti [aut], Fabio Porto [aut], CEFET/RJ [cph] (Federal Center for Technological Education of Rio de Janeiro)
Maintainer: Eduardo Ogasawara <eogasawara at ieee.org>
BugReports: https://github.com/cefet-rj-dal/tspredit/issues
License: MIT + file LICENSE
URL: https://cefet-rj-dal.github.io/tspredit/, https://github.com/cefet-rj-dal/tspredit
NeedsCompilation: no
Materials: README
CRAN checks: tspredit results

Documentation:

Reference manual: tspredit.pdf

Downloads:

Package source: tspredit_1.1.707.tar.gz
Windows binaries: r-devel: tspredit_1.0.787.zip, r-release: tspredit_1.1.707.zip, r-oldrel: tspredit_1.1.707.zip
macOS binaries: r-release (arm64): tspredit_1.1.707.tgz, r-oldrel (arm64): tspredit_1.1.707.tgz, r-release (x86_64): tspredit_1.1.707.tgz, r-oldrel (x86_64): tspredit_1.1.707.tgz
Old sources: tspredit 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.
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