WideTimeSeriesEnsembleForecast to generate forecasts and ensemble data
WideTimeSeriesEnsembleForecast(
TS_Models = c("arima", "tbats", "nnet"),
ML_Methods = c("CatBoost", "XGBoost", "H2oGBM", "H2oDRF"),
Path = "C:/Users/aantico/Documents/Package",
TargetName = "Weekly_Sales",
DateName = "Date",
NTrees = 750,
TaskType = "GPU",
GridTune = FALSE,
MaxNumberModels = 5
)
Select which ts model forecasts to ensemble
Select which models to build for the ensemble
The path to the folder where the ts forecasts are stored
"Weekly_Sales"
"Date"
Select the number of trees to utilize in ML models
GPU or CPU
Set to TRUE to grid tune the ML models
The number of models to try for each ML model
Other Time Series Helper:
FinalBuildArfima()
,
FinalBuildArima()
,
FinalBuildETS()
,
FinalBuildNNET()
,
FinalBuildTBATS()
,
FinalBuildTSLM()
,
GenerateParameterGrids()
,
OptimizeArfima()
,
OptimizeArima()
,
OptimizeETS()
,
OptimizeNNET()
,
OptimizeTBATS()
,
OptimizeTSLM()
,
ParallelAutoARIMA()
,
ParallelAutoArfima()
,
ParallelAutoETS()
,
ParallelAutoNNET()
,
ParallelAutoTBATS()
,
ParallelAutoTSLM()
,
PredictArima()
,
RL_Performance()
,
Regular_Performance()
,
StackedTimeSeriesEnsembleForecast()
,
TimeSeriesDataPrepare()