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iForecast (version 1.1.1)

Machine Learning Time Series Forecasting

Description

Compute onestep and multistep time series forecasts for machine learning models.

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Version

Install

install.packages('iForecast')

Monthly Downloads

432

Version

1.1.1

License

GPL (>= 2)

Maintainer

Ho Tsung-wu

Last Published

March 31st, 2025

Functions in iForecast (1.1.1)

iForecast

Extract predictions and class probabilities from train objects
rollingWindows

Rolling timeframe for time series anaysis
iForecast-ttsCaret

Defunct functions in package ‘iForecast’
iForecast.var

Produce multistep forecasts from machine learning VAR
tts.var

Estimate Vector AutoregRessive model by tts.caret
data-sets

Economic and Financial Data Sets
tts.autoML

Train time series by automatic machine learning of h2o provided by H2O.ai
tts.caret

Train time series by caret and produce two types of time series forecasts: static and dynamic
iForecast-ttsAutoML

Defunct functions in package ‘iForecast’
iForecast-ttsLSTM

Defunct functions in package ‘iForecast’
Accuracy

Accuracy measures for a forecast model