modeltime.ensemble

Ensemble Algorithms for Time Series Forecasting with Modeltime

CRAN Package

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. Refer to papers such as "Machine-Learning Models for Sales Time Series Forecasting" Pavlyshenko, B.M. (2019) .


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  • Depends3 packages
  • Imports21 packages
  • Suggests18 packages