Automated time series forecasting developed by Microsoft Finance. The Microsoft Finance Time Series Forecasting Framework, aka Finn, can be used to forecast any component of the income statement, balance sheet, or any other area of interest by finance. Any numerical quantity over time, Finn can be used to forecast it. While it can be applied outside of the finance domain, Finn was built to meet the needs of financial analysts to better forecast their businesses within a company, and has a lot of built in features that are specific to the needs of financial forecasters. Happy forecasting!
Version: 0.5.0 Depends: R (≥ 4.0), modeltime Imports: cli, Cubist, dials, digest, doParallel, dplyr, earth, feasts, foreach, fs, generics, glue, glmnet, gtools, hts, kernlab, lubridate, magrittr, methods, parallel, parsnip, plyr, purrr, recipes, rlang, rsample, rules, snakecase, stringr, tibble, tidyr, tidyselect, timetk, tune, vroom, workflows Suggests: arrow (≥ 8.0.0), AzureStor, Boruta, corrr, knitr, Microsoft365R, notebookutils, qs, reactable, rmarkdown, sparklyr, testthat (≥ 3.0.0), vip Published: 2024-10-25 DOI: 10.32614/CRAN.package.finnts Author: Mike Tokic [aut, cre], Aadharsh Kannan [aut] Maintainer: Mike Tokic <mftokic at gmail.com> BugReports: https://github.com/microsoft/finnts/issues License: MIT + file LICENSE URL: https://microsoft.github.io/finnts/, https://github.com/microsoft/finnts NeedsCompilation: no Materials: README, NEWS In views: TimeSeries CRAN checks: finnts results Documentation: Reference manual: finnts.html , finnts.pdf Vignettes: back-testing-and-hyperparameter-tuning (source, R code)Please use the canonical form https://CRAN.R-project.org/package=finnts to link to this page.
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