seer
Feature-Based Forecast Model Selection
A novel meta-learning framework for forecast model selection using time series features. Many applications require a large number of time series to be forecast. Providing better forecasts for these time series is important in decision and policy making. We propose a classification framework which selects forecast models based on features calculated from the time series. We call this framework FFORMS (Feature-based FORecast Model Selection). FFORMS builds a mapping that relates the features of time series to the best forecast model using a random forest. 'seer' package is the implementation of the FFORMS algorithm. For more details see our paper at
- Version1.1.8
- R version≥ 3.2.3
- LicenseGPL-3
- Needs compilation?No
- Last release10/01/2022
Documentation
Team
Thiyanga Talagala
Rob J Hyndman
George Athanasopoulos
Show author detailsRolesThesis advisor, Author
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- Depends1 package
- Imports14 packages
- Suggests9 packages