tspredit
TSPredIT
The Time Series Prediction with Integrated Tuning (TSPredIT) is based on DAL Toolbox with integrated hyperparameter optimization combining machine learning and data preprocessing. It also contains time series outliers removal, data augmentation, time series filtering, ensemble models, and a more flexible workflow design for Data Analytics tasks.
Installation
The latest version of TSPredIT at CRAN is available at: https://CRAN.R-project.org/package=tspredit
You can install the stable version of TSPredIT from CRAN with:
install.packages("tspredit")
You can install the development version of TSPredIT from GitHub https://github.com/cefet-rj-dal/tspredit with:
library(devtools)
devtools::install_github("cefet-rj-dal/tspredit", force=TRUE, upgrade="never")
Examples
The TSPredIT examples are made available at: https://github.com/cefet-rj-dal/tspredit/tree/main/examples
The TSPredIT is built on top of DAL Toolbox. Documentation of DAL Toolbox is made available at: https://cefet-rj-dal.github.io/daltoolbox/
library(tspredit)
#> Registered S3 method overwritten by 'quantmod':
#> method from
#> as.zoo.data.frame zoo