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iForecast (version 1.1.2)

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

306

Version

1.1.2

License

GPL (>= 2)

Maintainer

Ho Tsung-wu

Last Published

June 28th, 2025

Functions in iForecast (1.1.2)

data-sets

Economic and Financial Data Sets
tts.caret

Train time series by caret and produce two types of time series forecasts: static and dynamic
Accuracy

Accuracy measures for a forecast model
tts.var

Estimate Vector AutoregRessive model by tts.caret
tts.autoML

Train time series by automatic machine learning of h2o provided by H2o.ai
iForecast.var

Produce multistep forecasts from machine learning VAR
iForecast

Extract predictions and class probabilities from train objects
rollingWindows

Rolling timeframe for time series anaysis
tts.DeepLearning

It applies the h2o.deeplearning of h2o to time series data
iForecast-ttsLSTM

Defunct functions in package ‘iForecast’
iForecast-ttsAutoML

Defunct functions in package ‘iForecast’
iForecast-ttsCaret

Defunct functions in package ‘iForecast’