Time Series Cross-ValidationFunctions and utilities for time series cross-validation |
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Estimate accuracy metrics to evaluate point forecast |
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Calculate forecast errors and percentage errors |
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Convert the forecasts from a |
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Create a split_frame for train and test splits per time series. |
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Convert tibble to tsibble |
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Slice the train data from the complete data |
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Slice the test data from the complete data |
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Data visualizationFunctions and utilities for data visualization |
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Plot data as line chart |
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Plot data as bar chart |
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Plot data as scatterplot |
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Plot data as histogram |
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Plot the density via Kernel Density Estimator |
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Quantile-Quantile plot |
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Custom ggplot2 theme for tscv package |
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Dark ggplot2 theme for tscv package |
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Color scale constructor for tscv colors. |
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Fill scale constructor for tscv colors. |
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Function to extract tscv colors as hex codes. |
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Return function to interpolate a tscv color palette. |
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Forecasting |
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DSHWThe DSHW model and its supported methods |
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Automatic train a DSHW model |
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Forecast a trained DSHW model |
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Extract fitted values from a trained DSHW model |
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Extract residuals from a trained DSHW model |
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Provide a succinct summary of a trained DSHW model |
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Double Seasonal Holt-Winters model |
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ELMThe ELM model and its supported methods |
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Extreme Learning Machine (ELM) |
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Forecast a trained ELM model |
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Extract fitted values from a trained ELM model |
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Extract residuals from a trained ELM model |
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Provide a succinct summary of a trained ELM model |
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Extreme Learning Machine (ELM) |
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MLPThe MLP model and its supported methods |
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Automatic training of MLPs |
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Forecast a trained MLP model |
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Extract fitted values from a trained MLP model |
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Extract residuals from a trained MLP model |
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Provide a succinct summary of a trained MLP model |
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Multilayer Perceptron (MLP) |
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SMEANThe SMEAN model and its supported methods |
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Seasonal mean model |
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Forecast a trained seasonal mean model |
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Extract fitted values from a trained seasonal mean model |
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Extract residuals from a trained seasonal mean model |
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Provide a succinct summary of a trained seasonal mean model |
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Seasonal mean model |
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SMEDIANThe SMEDIAN model and its supported methods |
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Seasonal median model |
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Forecast a trained seasonal median model |
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Extract fitted values from a trained seasonal median model |
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Extract residuals from a trained seasonal median model |
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Provide a succinct summary of a trained seasonal median model |
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Seasonal median model |
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MEDIANThe MEDIAN model and its supported methods |
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Median model |
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Forecast a trained median model |
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Extract fitted values from a trained median model |
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Extract residuals from a trained median model |
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Provide a succinct summary of a trained median model |
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Median model |
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SNAIVE2The SNAIVE2 model and its supported methods |
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Seasonal naive model |
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Forecast a trained seasonal naive model |
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Extract fitted values from a trained seasonal naive model |
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Extract residuals from a trained seasonal naive model |
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Provide a succinct summary of a trained seasonal naive model |
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Seasonal naive model |
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TBATSThe TBATS model and its supported methods |
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Automatic train a TBATS model |
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Forecast a trained TBATS model |
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Extract fitted values from a trained TBATS model |
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Extract residuals from a trained TBATS model |
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Provide a succinct summary of a trained TBATS model |
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TBATS model |
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EXPERTThe EXPERT model and its supported methods |
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Automatic train a EXPERT model |
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Forecast a trained EXPERT model |
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Extract fitted values from a trained EXPERT model |
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Extract residuals from a trained EXPERT model |
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Provide a succinct summary of a trained EXPERT model |
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EXPERT model |
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MiscellaneousFunctions and utilities for data preparation, etc. |
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Estimate mode of a distribution based on Kernel Density Estimation |
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Estimate kurtosis |
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Estimate skewness |
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Estimate the sample autocorrelation of a numeric vector |
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Estimate the sample autocorrelation |
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Estimate the sample partial autocorrelation of a numeric vector |
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Estimate the sample partial autocorrelation |
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Interpolate missing values |
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Identify and replace outliers |
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Assign objects within a list to an environment |
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Check, convert and shape the input data |
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Summary statistics for time series data |
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Summary statistics for time series data |
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Summary table of the splitting into training and testing |
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Initialize a plan for train-test split |
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Create indices for train and test splits. |
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Expand the split_frame |
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Create a name for a folder or file |
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Helper function to create numbered strings. |
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Negated value matching |
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Create string with header for log file. |
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Create string with elapsed time. |
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Data setsExample data sets |
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Hourly electricity load (actual values and forecasts) |
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Hourly day-ahead electricity spot prices |
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Monthly time series data from the M4 Competition |
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Quarterly time series data from the M4 Competition |