seer

Feature-Based Forecast Model Selection

CRAN Package

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

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  • Depends1 package
  • Imports14 packages
  • Suggests9 packages