dummy_set

A multivariate dataset for closing prices for several major tech stocks over time. Source: YahooFinance.

datasets

Implements a probabilistic ensemble time-series forecaster that combines an auto-encoder with a neural decision forest whose split variables are learned through a differentiable feature-mask layer. Functions are written with 'torch' tensors and provide CRPS (Continuous Ranked Probability Scores) training plus mixture-distribution post-processing.

Giancarlo Vercellino

temper

Temporal Encoder-Masked Probabilistic Ensemble Regressor

dummy_set function

A data frame with 2133 observations of 4 variables:<dl>
 <dt>dates</dt>
<dd>Character vector of dates in "YYYY-MM-DD" format.</dd> <dt>TSLA.Close</dt>
<dd>Numeric. Closing prices for Tesla.</dd> <dt>MSFT.Close</dt>
<dd>Numeric. Closing prices for Microsoft.</dd> <dt>MARA.Close</dt>
<dd>Numeric. Closing prices for MARA Holdings.</dd>
</dl>

Format

Tech Stock Time Series Dataset — dummy_set

A data frame with 2133 observations of 4 variables:<dl>
 <dt>dates</dt>
<dd>Character vector of dates in "YYYY-MM-DD" format.</dd>

 <dt>TSLA.Close</dt>
<dd>Numeric. Closing prices for Tesla.</dd>

 <dt>MSFT.Close</dt>
<dd>Numeric. Closing prices for Microsoft.</dd>

 <dt>MARA.Close</dt>
<dd>Numeric. Closing prices for MARA Holdings.</dd>


</dl>

dummy_set: Tech Stock Time Series Dataset

Description

Usage

Arguments

Format

Examples