convert_msts

Convert multiple frequency(daily, hourly, half-hourly, minutes, seconds)
time series into msts object.

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>.

Thiyanga Talagala

seer

Feature-Based Forecast Model Selection

Rob J Hyndman

George Athanasopoulos

convert_msts function

<dl><dt>y</dt>
<dd>univariate time series</dd>
<dt>category</dt>
<dd>frequency data have been collected</dd></dl>

Arguments

Convert multiple frequency time series into msts object — convert_msts

<dl>

<dt>y</dt>
<dd>univariate time series</dd>


<dt>category</dt>
<dd>frequency data have been collected</dd>

</dl>

convert_msts: Convert multiple frequency time series into msts object

Description

Usage

Value

Arguments