Package: modeltime.ensemble 1.1.0.9000

Matt Dancho

modeltime.ensemble: Ensemble Algorithms for Time Series Forecasting with Modeltime

A 'modeltime' extension that implements time series ensemble forecasting methods including model averaging, weighted averaging, and stacking. These techniques are popular methods to improve forecast accuracy and stability.

Authors:Matt Dancho [aut, cre], Business Science [cph]

modeltime.ensemble_1.1.0.9000.tar.gz
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manual.pdf |manual.html
DESCRIPTION |NEWS
card.svg |card.png
modeltime.ensemble/json (API)

# Install 'modeltime.ensemble' in R:
install.packages('modeltime.ensemble', repos = c('https://business-science.r-universe.dev', 'https://cloud.r-project.org'))

Bug tracker:https://github.com/business-science/modeltime.ensemble/issues

Pkgdown/docs site:https://business-science.github.io

On CRAN:

Conda:

ensembleensemble-learningforecastforecastingmodeltimestackingstacking-ensembletidymodelstimetime-seriestimeseries

8.87 score 80 stars 1 packages 137 scripts 789 downloads 15 exports 194 dependencies

Last updated from:ace8e091e4. Checks:1 ERROR, 2 OK, 6 NOTE. Indexed: yes.

TargetResultTimeFilesSyslog
linux-devel-x86_64ERROR267
source / vignettesOK295
linux-release-x86_64NOTE289
macos-release-arm64NOTE174
macos-oldrel-arm64NOTE181
windows-develNOTE217
windows-releaseNOTE269
windows-oldrelNOTE204
wasm-releaseOK194

Exports::=.data%>%as_labelas_nameenquoenquosensemble_averageensemble_model_specensemble_nested_averageensemble_nested_weightedensemble_weightedexprsymsyms

Dependencies:abindanytimeaskpassbackportsbase64encBHbigDbitbit64bitopsbroombslibcachemcallrcheckmateclassclicliprclockcodetoolscolorspacecommonmarkconflictedcpp11crayoncrosstalkcurldata.tabledescdiagramdialsDiceDesigndigestdistributionaldoParalleldplyrdygraphsevaluateextraDistrfarverfastmapfontawesomeforcatsforeachforecastfracdifffsfurrrfuturefuture.applyGauProgenericsggplot2glmnetglobalsgluegowergridExtragtgtablehardhathighrhmshtmltoolshtmlwidgetshttrinferinlineipredisobanditeratorsjanitorjquerylibjsonlitejuicyjuiceKernSmoothknitrlabelinglaterlatticelavalazyevallbfgslifecyclelistenvlitedownlmtestloolubridatemagrittrmarkdownMASSMatrixmatrixStatsmemoisemimemixoptmodeldatamodelenvmodeltimemodeltime.resamplenlmennetnumDerivopensslotelpadrparallellyparsnippatchworkpillarpkgbuildpkgconfigplotlyposteriorprettyunitsprocessxprodlimprogressprogressrpromisesprophetpspurrrquadprogquantmodQuickJSRR6rappdirsRColorBrewerRcppRcppArmadilloRcppEigenRcppParallelRcppRollreactablereactRreadrrecipesrlangrmarkdownrpartrsamplerstanrstantoolsrstudioapiS7sassscalessfdshapeslidersnakecasesparsevctrssplitfngrSQUAREMStanHeadersstringistringrsurvivalsystailortensorAtibbletictoctidymodelstidyrtidyselecttimechangetimeDatetimetktinytextseriestsfeaturesTTRtunetzdburcautf8V8vctrsviridisLitevroomwarpwithrworkflowsworkflowsetsxfunxgboostxml2xtsyamlyardstickzoo

Autoregressive Forecasting (Recursive Ensembles)
What is a Recursive Model? | Why is Recursive needed for Autoregressive Models? | Single Ensemble Recursive Example | Panel Ensemble Recursive Example | Summary | Take the High-Performance Forecasting Course | Time Series is Changing | How to Learn High-Performance Time Series Forecasting

Last update: 2023-12-13
Started: 2021-04-03

Getting Started with Modeltime Ensemble
Time Series Ensemble Forecasting Example | Libraries | Collect the Data | Perform Train / Test Splitting | Modeling | Recipe | Model 1 - Auto ARIMA | Model 2 - Prophet | Model 3 - Elastic Net | Modeltime Workflow for Ensemble Forecasting | Step 1 - Create a Modeltime Table | Step 2 - Make an Ensemble | Step 3 - Forecast! (the Test Data) | Step 4 - Refit on Full Data & Forecast Future | Take the High-Performance Forecasting Course | Time Series is Changing | How to Learn High-Performance Time Series Forecasting

Last update: 2023-12-13
Started: 2020-09-21

Iterative Forecasting with Nested Ensembles
What is Nested Forecasting? | What is Nested Ensembling? | Nested Ensemble Tutorial | Libraries | Data | Prepare the Data in Nested Format | Nested Modeltime Workflow | Step 1A: Create Tidymodels Workflows | Prophet | XGBoost | Step 1B: Nested Modeltime Tables | Accuracy Check | Step 1C: Make Ensembles | Average Ensemble | Weighted Ensemble | Step 2: Select Best | Extract Nested Best Model Report | Extract Nested Best Test Forecasts | Step 3: Refitting and Future Forecast | Extract Nested Future Forecast | Summary | Take the High-Performance Forecasting Course | Time Series is Changing | How to Learn High-Performance Time Series Forecasting

Last update: 2023-12-13
Started: 2021-10-13