Implements a changepoint-aware ensemble forecasting algorithm that combines Theta, TBATS (Trigonometric, Box-Cox transformation, ARMA errors, Trend, Seasonal components), and ARFIMA (AutoRegressive, Fractionally Integrated, Moving Average) using a product-of-experts approach for robust probabilistic prediction.
Version: 1.0 Depends: R (≥ 2.10) Imports: normalp (≥ 0.7.2), purrr (≥ 1.0.1), ald (≥ 1.3.1), evd (≥ 2.3-6.1), GeneralizedHyperbolic (≥ 0.8-6), fGarch (≥ 4022.89), forecast (≥ 8.21), imputeTS (≥ 3.3), changepoint (≥ 2.3), lubridate (≥ 1.9.2), ggplot2 (≥ 3.5.1), scales (≥ 1.3.0) Suggests: knitr, testthat (≥ 3.0.0) Published: 2025-05-27 DOI: 10.32614/CRAN.package.chopper Author: Giancarlo Vercellino [aut, cre, cph] Maintainer: Giancarlo Vercellino <giancarlo.vercellino at gmail.com> License: GPL-3 URL: https://rpubs.com/giancarlo_vercellino/chopper NeedsCompilation: no Materials: NEWS CRAN checks: chopper results Documentation: Downloads: Linking:Please use the canonical form https://CRAN.R-project.org/package=chopper to link to this page.
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