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accuracy_arima()
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Calculate accuracy measue based on ARIMA models |
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accuracy_ets()
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Forecast-accuracy calculation |
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accuracy_mstl()
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Calculate accuracy based on MSTL |
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accuracy_nn()
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Calculate accuracy measure calculated based on neural network forecasts |
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accuracy_rw()
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Calculate accuracy measure based on random walk models |
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accuracy_rwd()
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Calculate accuracy measure based on random walk with drift |
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accuracy_snaive()
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Calculate accuracy measure based on snaive method |
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accuracy_stlar()
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Calculate accuracy measure based on STL-AR method |
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accuracy_tbats()
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Calculate accuracy measure based on TBATS |
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accuracy_theta()
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Calculate accuracy measure based on Theta method |
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accuracy_wn()
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Calculate accuracy measure based on white noise process |
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acf5()
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Autocorrelation-based features |
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acf_seasonalDiff()
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Autocorrelation coefficients based on seasonally differenced series |
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build_rf()
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build random forest classifier |
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cal_MASE()
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Mean Absolute Scaled Error(MASE) |
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cal_WA()
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Weighted Average |
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cal_features()
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Calculate features for new time series instances |
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cal_m4measures()
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Mean of MASE and sMAPE |
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cal_medianscaled()
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scale MASE and sMAPE by median |
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cal_sMAPE()
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symmetric Mean Absolute Pecentage Error(sMAPE) |
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classify_labels()
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Classify labels according to the FFORMS famework |
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classlabel()
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identify the best forecasting method |
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combination_forecast_inside()
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This function is call to be inside fforms_combination |
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convert_msts()
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Convert multiple frequency time series into msts object |
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e_acf1()
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Autocorrelation coefficient at lag 1 of the residuals |
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fcast_accuracy()
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calculate forecast accuracy from different forecasting methods |
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fforms_combinationforecast()
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Combination forecast based on fforms |
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fforms_ensemble()
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Function to identify models to compute combination forecast using FFORMS algorithm |
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holtWinter_parameters()
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Parameter estimates of Holt-Winters seasonal method |
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prepare_trainingset()
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preparation of training set |
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rf_forecast()
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function to calculate point forecast, 95% confidence intervals, forecast-accuracy for new series |
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sim_arimabased()
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Simulate time series based on ARIMA models |
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sim_etsbased()
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Simulate time series based on ETS models |
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sim_mstlbased()
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Simulate time series based on multiple seasonal decomposition |
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split_names()
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split the names of ARIMA and ETS models |
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stlar()
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STL-AR method |
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unitroot()
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Unit root test statistics |