forecastML

Time Series Forecasting with Machine Learning Methods

CRAN Package

The purpose of 'forecastML' is to simplify the process of multi-step-ahead forecasting with standard machine learning algorithms. 'forecastML' supports lagged, dynamic, static, and grouping features for modeling single and grouped numeric or factor/sequence time series. In addition, simple wrapper functions are used to support model-building with most R packages. This approach to forecasting is inspired by Bergmeir, Hyndman, and Koo's (2018) paper "A note on the validity of cross-validation for evaluating autoregressive time series prediction" doi:10.1016/j.csda.2017.11.003.

  • Version0.9.0
  • R versionunknown
  • LicenseMIT
  • Needs compilation?No
  • Last release05/07/2020

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  • Depends1 package
  • Imports10 packages
  • Suggests8 packages