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forecastHybrid (version 5.1.20)

Convenient Functions for Ensemble Time Series Forecasts

Description

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

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Version

Install

install.packages('forecastHybrid')

Monthly Downloads

2,479

Version

5.1.20

License

GPL-3

Issues

10

Pull Requests

0

Stars

79

Forks

23

Maintainer

David Shaub

Last Published

July 6th, 2025

Functions in forecastHybrid (5.1.20)

hybridModel

Hybrid time series modeling
plotModelObjects

Plot the component models of a hybridModel object
print.hybridModel

Print information about the hybridModel object
removeModels

Helper function to remove models that require more data
getModel

Return a forecast model function for a given model character
is.hybridModel

Test if the object is a hybridModel object
thiefModel

Forecast ensemble using THieF
tsPartition

Generate training and test indices for time series cross validation
tsSubsetWithIndices

Subset time series with provided indices
tsCombine

Combine multiple sequential time series
getModelName

Translate character to model name
thetam

Theta method 'model'
summary.hybridModel

Print a summary of the hybridModel object
plot.thetam

Plot components from Theta model
unwrapParallelModels

Helper function used to unpack the fitted model objects from a list
residuals.hybridModel

Extract Model Residuals
accuracy.cvts

Accuracy measures for cross-validated time series
extractForecasts

Extract cross validated rolling forecasts
forecast.hybridModel

Hybrid forecast
checkCVArguments

Validate that CV window parameters are valid
checkParallelArguments

Helper function to check the that the parallel arguments are valid
cvts

Cross validation for time series
fitted.hybridModel

Extract Model Fitted Values
checkModelArgs

Helper function to test all the model arguments (e.g. a.args, e.args, etc)
forecast.thetam

Forecast using a Theta model
plot.hybridModel

Plot a hybridModel object
prepareTimeseries

Helper function to validate and clean the input time series
accuracy.hybridModel

Accuracy measures for hybridModel objects
plotFitted

Plot the fitted values of a hybridModel object