Description
Multiple Aggregation Prediction Algorithm.
Description
Functions and wrappers for using the Multiple Aggregation Prediction Algorithm (MAPA) for time series forecasting. MAPA models and forecasts time series at multiple temporal aggregation levels, thus strengthening and attenuating the various time series components for better holistic estimation of its structure. For details see Kourentzes et al. (2014) <doi:10.1016/j.ijforecast.2013.09.006>.
README.md
Mutliple Aggregation Prediction Algorithm (MAPA)
Development repository for the MAPA package for R. Stable version can be found at: https://cran.r-project.org/web/packages/MAPA/index.html
Functions and wrappers for using the Multiple Aggregation Prediction Algorithm (MAPA) for time series forecasting. MAPA models and forecasts time series at multiple temporal aggregation levels, thus strengthening and attenuating the various time series components for better holistic estimation of its structure.
More details can be found at: http://tinyurl.com/mapa-paper
To install use:
if (!require("devtools")){install.packages("devtools")}
devtools::install_github("trnnick/mapa")
Happy forecasting!