forecastHybrid (2.2.12)

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Convenient Functions for Ensemble Time Series Forecasts.

https://github.com/ellisp/forecastHybrid
http://cran.r-project.org/web/packages/forecastHybrid

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

Maintainer: David Shaub
Author(s): David Shaub [aut, cre], Peter Ellis [aut]

License: GPL-3

Uses: doParallel, foreach, forecast, ggplot2, zoo, testthat, roxygen2, knitr, rmarkdown, GMDH

Released about 1 month ago.


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