spooky

Time Feature Extrapolation Using Spectral Analysis and Jack-Knife Resampling

CRAN Package

Proposes application of spectral analysis and jack-knife resampling for multivariate sequence forecasting. The application allows for a fast random search in a compact space of hyper-parameters composed by Sequence Length and Jack-Knife Leave-N-Out.

  • Version1.4.0
  • R versionunknown
  • LicenseGPL-3
  • Needs compilation?No
  • Last release08/13/2022

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  • Imports14 packages