tsfknn - Time Series Forecasting Using Nearest Neighbors

Allows forecasting time series using nearest neighbors regression Francisco Martinez, Maria P. Frias, Maria D. Perez-Godoy and Antonio J. Rivera (2019) <doi:10.1007/s10462-017-9593-z>. When the forecasting horizon is higher than 1, two multi-step ahead forecasting strategies can be used. The model built is autoregressive, that is, it is only based on the observations of the time series. The nearest neighbors used in a prediction can be consulted and plotted.

Last updated 1 years ago

cpp

5.54 score 11 stars 63 scripts 340 downloads

utsf - Univariate Time Series Forecasting

An engine for univariate time series forecasting using different regression models in an autoregressive way. The engine provides an uniform interface for applying the different models. Furthermore, it is extensible so that users can easily apply their own regression models to univariate time series forecasting and benefit from all the features of the engine, such as preprocessings or estimation of forecast accuracy.

Last updated 1 months ago

4.88 score 1 stars 4 scripts 124 downloads

tsfgrnn - Time Series Forecasting Using GRNN

A general regression neural network (GRNN) is a variant of a Radial Basis Function Network characterized by a fast single-pass learning. 'tsfgrnn' allows you to forecast time series using a GRNN model Francisco Martinez et al. (2019) <doi:10.1007/978-3-030-20521-8_17> and Francisco Martinez et al. (2022) <doi:10.1016/j.neucom.2021.12.028>. When the forecasting horizon is higher than 1, two multi-step ahead forecasting strategies can be used. The model built is autoregressive, that is, it is only based on the observations of the time series. You can consult and plot how the prediction was done. It is also possible to assess the forecasting accuracy of the model using rolling origin evaluation.

Last updated 11 months ago

cpp

4.83 score 8 stars 17 scripts 228 downloads

vctsfr - Visualizing Collections of Time Series Forecasts

A way of visualizing collections of time series and, optionally their future values, forecasts for their future values and prediction intervals for the forecasts. A web-based GUI can be used to display the information in a collection of time series.

Last updated 1 years ago

4.29 score 1 stars 1 dependents 13 scripts 144 downloads

DGLMExtPois - Double Generalized Linear Models Extending Poisson Regression

Model estimation, dispersion testing and diagnosis of hyper-Poisson Saez-Castillo, A.J. and Conde-Sanchez, A. (2013) <doi:10.1016/j.csda.2012.12.009> and Conway-Maxwell-Poisson Huang, A. (2017) regression models.

Last updated 1 years ago

2.81 score 13 scripts 309 downloads