Package: forecTheta 3.0.3
forecTheta: Forecasting Time Series by Theta Models
Routines for forecasting univariate time series using Theta Models.
Authors:
forecTheta_3.0.3.tar.gz
forecTheta_3.0.3.zip(r-4.7-any)forecTheta_3.0.3.zip(r-4.6-any)forecTheta_3.0.3.zip(r-4.5-any)
forecTheta_3.0.3.tgz(r-4.6-any)forecTheta_3.0.3.tgz(r-4.5-any)
forecTheta_3.0.3.tar.gz(r-4.7-any)forecTheta_3.0.3.tar.gz(r-4.6-any)
forecTheta_3.0.3.tgz(r-4.6-emscripten)
manual.pdf |manual.html✨
DESCRIPTION
card.svg |card.png
forecTheta/json (API)
| # Install 'forecTheta' in R: |
| install.packages('forecTheta', repos = c('https://jafiorucci.r-universe.dev', 'https://cloud.r-project.org')) |
Bug tracker:https://github.com/jafiorucci/forectheta/issues
Last updated from:9787b004b1. Checks:9 OK. Indexed: yes.
| Target | Result | Time | Files | Syslog |
|---|---|---|---|---|
| linux-devel | OK | 168 | ||
| source / vignettes | OK | 193 | ||
| linux-release | OK | 140 | ||
| macos-release | OK | 104 | ||
| macos-oldrel | OK | 110 | ||
| windows-devel | OK | 87 | ||
| windows-release | OK | 99 | ||
| windows-oldrel | OK | 97 | ||
| wasm-release | OK | 89 |
Exports:bagged_dotmbagged_dstmbagged_otmbagged_stmdotmdstmerrorMetricexpSmootfixOriggroeotmotm.arxivPI_evalplot.thetaModelrolOrigseasonal_teststhetastm
Dependencies:clicodetoolscolorspacecpp11curlfarverforeachforecastfracdiffgenericsggplot2gluegtableisobanditeratorsjsonlitelabelinglatticelifecyclelmtestmagrittrnlmennetquadprogquantmodR6RColorBrewerRcppRcppArmadillorlangS7scalestimeDatetseriesTTRurcavctrsviridisLitewithrxtszoo
Readme and manuals
Help Manual
| Help page | Topics |
|---|---|
| Bagged Theta Models | bagged_dotm bagged_dstm bagged_otm bagged_stm |
| Generalised Rolling Origin Evaluation | fixOrig groe rolOrig |
| Error Metric Function | errorMetric |
| Simple Exponential Smoothing Method | expSmoot |
| Forecasting Time Series by Theta Models | forecTheta-package forecTheta |
| Optimised Theta Method | otm.arxiv |
| Prediction Interval (PI) evaluation | PI_eval |
| Plot forecasts points and prediction intervals for 'thetaModel' objects | plot.thetaModel |
| Statistical test for seasonal behavior | seasonal_test |
| Theta Models | dotm dstm otm stheta stm |