Convenient Functions for Ensemble Time Series Forecasts


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Documentation for package ‘forecastHybrid’ version 5.0.19

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accuracy.cvts Accuracy measures for cross-validated time series
accuracy.hybridModel Accuracy measures for hybridModel objects
checkCVArguments Validate that CV window parameters are valid
checkModelArgs Helper function to test all the model arguments (e.g. a.args, e.args, etc)
checkParallelArguments Helper function to check the that the parallel arguments are valid
cvts Cross validation for time series
extractForecasts Extract cross validated rolling forecasts
fitted.hybridModel Extract Model Fitted Values
forecast.hybridModel Hybrid forecast
forecast.thetam Forecast using a Theta model
getModel Return a forecast model function for a given model character
getModelName Translate character to model name
hybridModel Hybrid time series modeling
is.hybridModel Test if the object is a hybridModel object
plot.hybridModel Plot a hybridModel object
plot.thetam Plot components from Theta model
plotFitted Plot the fitted values of a hybridModel object
plotModelObjects Plot the component models of a hybridModel object
prepareTimeseries Helper function to validate and clean the input time series
print.hybridModel Print information about the hybridModel object
removeModels Helper function to remove models that require more data
residuals.hybridModel Extract Model Residuals
summary.hybridModel Print a summary of the hybridModel object
thetam Theta method 'model'
thiefModel Forecast ensemble using THieF
tsCombine Combine multiple sequential time series
tsPartition Generate training and test indices for time series cross validation
tsSubsetWithIndices Subset time series with provided indices
unwrapParallelModels Helper function used to unpack the fitted model objects from a list