Time Series Forecasting with Machine Learning Methods


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Documentation for package ‘forecastML’ version 0.9.0

Help Pages

combine_forecasts Combine multiple horizon-specific forecast models to produce one forecast
create_lagged_df Create model training and forecasting datasets with lagged, grouped, dynamic, and static features
create_skeleton Remove the features from a lagged training dataset to reduce memory consumption
create_windows Create time-contiguous validation datasets for model evaluation
data_buoy NOAA buoy weather data
data_buoy_gaps NOAA buoy weather data
data_seatbelts Road Casualties in Great Britain 1969-84
fill_gaps Prepare a dataset for modeling by filling in temporal gaps in data collection
plot.forecastML Plot an object of class 'forecastML'
plot.forecast_error Plot forecast error
plot.forecast_model_hyper Plot hyperparameters
plot.forecast_results Plot an object of class forecast_results
plot.lagged_df Plot datasets with lagged features
plot.training_results Plot an object of class training_results
plot.validation_error Plot validation dataset forecast error
plot.windows Plot validation datasets
predict.forecast_model Predict on validation datasets or forecast
return_error Compute forecast error
return_hyper Return model hyperparameters across validation datasets
summary.lagged_df Return a summary of a lagged_df object
train_model Train a model across horizons and validation datasets