A 'modeltime' extension that implements time series ensemble forecasting methods including model averaging, weighted averaging, and stacking. These techniques are popular methods to improve forecast accuracy and stability.
Version: 1.0.4 Depends: modeltime (≥ 1.2.3), modeltime.resample (≥ 0.2.1), R (≥ 3.5) Imports: tune (≥ 0.1.2), rsample, yardstick, workflows (≥ 0.2.1), recipes (≥ 0.1.15), timetk (≥ 2.5.0), tibble, dplyr (≥ 1.0.0), tidyr, purrr, stringr, rlang (≥ 0.1.2), cli, generics, magrittr, tictoc, parallel, doParallel, foreach, glmnet Suggests: gt, dials, utils, earth, testthat, tidymodels, xgboost, lubridate, knitr, rmarkdown Published: 2024-07-19 DOI: 10.32614/CRAN.package.modeltime.ensemble Author: Matt Dancho [aut, cre], Business Science [cph] Maintainer: Matt Dancho <mdancho at business-science.io> BugReports: https://github.com/business-science/modeltime.ensemble/issues License: MIT + file LICENSE URL: https://business-science.github.io/modeltime.ensemble/, https://github.com/business-science/modeltime.ensemble NeedsCompilation: no Materials: README NEWS CRAN checks: modeltime.ensemble results Documentation: Downloads: Reverse dependencies: Linking:Please use the canonical form https://CRAN.R-project.org/package=modeltime.ensemble to link to this page.
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