modeltime.ensemble
Ensemble Algorithms for Time Series Forecasting with Modeltime
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)
- Version1.0.2
- R version≥3.5
- LicenseMIT
- Licensefile LICENSE
- Needs compilation?No
- Last release10/18/2022
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Team
Matt Dancho
Business Science
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- Depends3 packages
- Imports21 packages
- Suggests18 packages