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Description

Convenient Functions for Ensemble Time Series Forecasts.

Convenient functions for ensemble forecasts in R combining approaches from the 'forecast' package. Forecasts generated from auto.arima(), ets(), thetaf(), nnetar(), stlm(), tbats(), and snaive() can be combined with equal weights, weights based on in-sample errors (introduced by Bates & Granger (1969) <doi:10.1057/jors.1969.103>), or cross-validated weights. Cross validation for time series data with user-supplied models and forecasting functions is also supported to evaluate model accuracy.
Metadata

Version

5.0.19

License

Unknown

Platforms (75)

    Darwin
    FreeBSD
    Genode
    GHCJS
    Linux
    MMIXware
    NetBSD
    none
    OpenBSD
    Redox
    Solaris
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    Windows
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