Functions for Benchmarking Time Series Prediction

---

Documentation for package ‘TSPred’ version 5.1

• DESCRIPTION file.

Help Pages

A B C D E F H I L M N O P R S T W

TSPred-package

Functions for Benchmarking Time Series Prediction

-- A --

AICc_eval	Prediction/modeling quality metrics
AIC_eval	Prediction/modeling quality metrics
AN	Time series transformation methods
an	Adaptive Normalization
an.rev	Adaptive Normalization
ARIMA	Time series prediction models
arimainterp	Interpolation of unknown values using automatic ARIMA fitting and prediction
arimaparameters	Get ARIMA model parameters
arimapred	Automatic ARIMA fitting and prediction

-- B --

BCT	Box Cox Transformation
BCT.rev	Box Cox Transformation
benchmark	Benchmarking a time series prediction process
benchmark.tspred	Benchmarking a time series prediction process
BIC_eval	Prediction/modeling quality metrics
BoxCoxT	Time series transformation methods

-- C --

CATS	Time series of the CATS Competition
CATS.cont	Continuation dataset of the time series of the CATS Competition

-- D --

detrend	Detrending Transformation
detrend.rev	Detrending Transformation
DIFF	Time series transformation methods
Diff	Differencing Transformation
Diff.rev	Differencing Transformation

-- E --

ELM	Time series prediction models
EMD	Time series transformation methods
emd	Automatic empirical mode decomposition
emd.rev	Automatic empirical mode decomposition
error	Prediction/modeling quality evaluation
ETS	Time series prediction models
EUNITE.Loads	Electrical loads of the EUNITE Competition
EUNITE.Loads.cont	Continuation dataset of the electrical loads of the EUNITE Competition
EUNITE.Reg	Electrical loads regressors of the EUNITE Competition
EUNITE.Reg.cont	Continuation dataset of the electrical loads regressors of the EUNITE Competition
EUNITE.Temp	Temperatures of the EUNITE Competition
EUNITE.Temp.cont	Continuation dataset of the temperatures of the EUNITE Competition
evaluate	Evaluating prediction/modeling quality
evaluate.error	Evaluating prediction/modeling quality
evaluate.evaluating	Evaluating prediction/modeling quality
evaluate.fitness	Evaluating prediction/modeling quality
evaluate.tspred	Evaluate method for 'tspred' objects
evaluating	Prediction/modeling quality evaluation

-- F --

fitness	Prediction/modeling quality evaluation
fittestArima	Automatic ARIMA fitting, prediction and accuracy evaluation
fittestArimaKF	Automatic ARIMA fitting and prediction with Kalman filter
fittestEMD	Automatic prediction with empirical mode decomposition
fittestLM	Automatically finding fittest linear model for prediction
fittestMAS	Automatic prediction with moving average smoothing
fittestPolyR	Automatic fitting and prediction of polynomial regression
fittestPolyRKF	Automatic fitting and prediction of polynomial regression with Kalman filter
fittestWavelet	Automatic prediction with wavelet transform

-- H --

HW	Time series prediction models

-- I --

ipeadata_d	The Ipea Most Requested Dataset (daily)
ipeadata_d.cont	The Ipea Most Requested Dataset (daily)
ipeadata_m	The Ipea Most Requested Dataset (monthly)
ipeadata_m.cont	The Ipea Most Requested Dataset (monthly)

-- L --

linear	Time series modeling and prediction
LogLik_eval	Prediction/modeling quality metrics
LogT	Logarithmic Transformation
LogT.rev	Logarithmic Transformation
LT	Time series transformation methods

-- M --

MAPE	MAPE error of prediction
MAPE_eval	Prediction/modeling quality metrics
marimapar	Get parameters of multiple ARIMA models.
marimapred	Multiple time series automatic ARIMA fitting and prediction
MAS	Time series transformation methods
mas	Moving average smoothing
mas.rev	Moving average smoothing
MAXError	Maximal error of prediction
MAXError_eval	Prediction/modeling quality metrics
MinMax	Time series transformation methods
minmax	Minmax Data Normalization
minmax.rev	Minmax Data Normalization
MLM	Time series modeling and prediction
MLP	Time series prediction models
modeling	Time series modeling and prediction
MSE	MSE error of prediction
MSE_eval	Prediction/modeling quality metrics

-- N --

NAS	Time series transformation methods
NMSE	NMSE error of prediction
NMSE_eval	Prediction/modeling quality metrics
NN3.A	Dataset A of the NN3 Competition
NN3.A.cont	Continuation dataset of the Dataset A of the NN3 Competition
NN5.A	Dataset A of the NN5 Competition
NN5.A.cont	Continuation dataset of the Dataset A of the NN5 Competition
NNET	Time series prediction models

-- O --

outliers_bp

Outlier removal from sliding windows of data

-- P --

PCT	Time series transformation methods
pct	Percentage Change Transformation
pct.rev	Percentage Change Transformation
plotarimapred	Plot ARIMA predictions against actual values
postprocess	Preprocessing/Postprocessing time series data
postprocess.processing	Preprocessing/Postprocessing time series data
postprocess.tspred	Postprocess method for 'tspred' objects
predict	Predict method for 'modeling' objects
predict.linear	Predict method for 'modeling' objects
predict.MLM	Predict method for 'modeling' objects
predict.tspred	Predict method for 'tspred' objects
preprocess	Preprocessing/Postprocessing time series data
preprocess.processing	Preprocessing/Postprocessing time series data
preprocess.tspred	Preprocess method for 'tspred' objects
processing	Time series data processing

-- R --

RBF	Time series prediction models
RFrst	Time series prediction models
RMSE_eval	Prediction/modeling quality metrics

-- S --

SantaFe.A	Time series A of the Santa Fe Time Series Competition
SantaFe.A.cont	Continuation dataset of the time series A of the Santa Fe Time Series Competition
SantaFe.D	Time series D of the Santa Fe Time Series Competition
SantaFe.D.cont	Continuation dataset of the time series D of the Santa Fe Time Series Competition
sMAPE	sMAPE error of prediction
sMAPE_eval	Prediction/modeling quality metrics
subset	Subsetting data into training and testing sets
subset.tspred	Subsetting data into training and testing sets
subsetting	Time series transformation methods
SVM	Time series prediction models
SW	Time series transformation methods
sw	Generating sliding windows of data

-- T --

Tensor_CNN	Time series prediction models
Tensor_LSTM	Time series prediction models
TF	Time series prediction models
train	Training a time series model
train.linear	Training a time series model
train.MLM	Training a time series model
train.tspred	Train method for 'tspred' objects
train_test_subset	Get training and testing subsets of data
tspred	Time series prediction process

-- W --

WaveletT	Automatic wavelet transform
WaveletT.rev	Automatic wavelet transform
workflow	Executing a time series prediction process
workflow.tspred	Executing a time series prediction process
WT	Time series transformation methods