accuracy_arima |
Calculate accuracy measue based on ARIMA models |
accuracy_ets |
Forecast-accuracy calculation |
accuracy_mstl |
Calculate accuracy based on MSTL |
accuracy_nn |
Calculate accuracy measure calculated based on neural network forecasts |
accuracy_rw |
Calculate accuracy measure based on random walk models |
accuracy_rwd |
Calculate accuracy measure based on random walk with drift |
accuracy_snaive |
Calculate accuracy measure based on snaive method |
accuracy_stlar |
Calculate accuracy measure based on STL-AR method |
accuracy_tbats |
Calculate accuracy measure based on TBATS |
accuracy_theta |
Calculate accuracy measure based on Theta method |
accuracy_wn |
Calculate accuracy measure based on white noise process |
acf5 |
Autocorrelation-based features |
acf_seasonalDiff |
Autocorrelation coefficients based on seasonally differenced series |
build_rf |
build random forest classifier |
cal_features |
Calculate features for new time series instances |
cal_m4measures |
Mean of MASE and sMAPE |
cal_MASE |
Mean Absolute Scaled Error(MASE) |
cal_medianscaled |
scale MASE and sMAPE by median |
cal_sMAPE |
symmetric Mean Absolute Pecentage Error(sMAPE) |
cal_WA |
Weighted Average |
classify_labels |
Classify labels according to the FFORMS famework |
classlabel |
identify the best forecasting method |
combination_forecast_inside |
This function is call to be inside fforms_combination |
convert_msts |
Convert multiple frequency time series into msts object |
e_acf1 |
Autocorrelation coefficient at lag 1 of the residuals |
fcast_accuracy |
calculate forecast accuracy from different forecasting methods |
fforms_combinationforecast |
Combination forecast based on fforms |
fforms_ensemble |
Function to identify models to compute combination forecast using FFORMS algorithm |
holtWinter_parameters |
Parameter estimates of Holt-Winters seasonal method |
prepare_trainingset |
preparation of training set |
rf_forecast |
function to calculate point forecast, 95% confidence intervals, forecast-accuracy for new series |
sim_arimabased |
Simulate time series based on ARIMA models |
sim_etsbased |
Simulate time series based on ETS models |
sim_mstlbased |
Simulate time series based on multiple seasonal decomposition |
split_names |
split the names of ARIMA and ETS models |
stlar |
STL-AR method |
unitroot |
Unit root test statistics |