George Athanasopoulos

George Athanasopoulos

3 packages on CRAN

forecast

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Methods and tools for displaying and analysing univariate time series forecasts including exponential smoothing via state space models and automatic ARIMA modelling.

fpp3

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All data sets required for the examples and exercises in the book "Forecasting: principles and practice" by Rob J Hyndman and George Athanasopoulos <http://OTexts.org/fpp3/>. All packages required to run the examples are also loaded.

seer

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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 <https://www.monash.edu/business/econometrics-and-business-statistics/research/publications/ebs/wp06-2018.pdf>.