autoTS: Automatic Model Selection and Prediction for Univariate Time
Series
Offers a set of functions to easily make predictions for univariate time series.
'autoTS' is a wrapper of existing functions of the 'forecast' and 'prophet' packages,
harmonising their outputs in tidy dataframes and using default values for each.
The core function getBestModel() allows the user to effortlessly benchmark seven
algorithms along with a bagged estimator to identify which one performs the best
for a given time series.
| Version: |
0.9.11 |
| Imports: |
rlang, prophet, dplyr, magrittr, lubridate, tidyr, forecast, ggplot2, RcppRoll, shiny, shinycssloaders, plotly |
| Suggests: |
knitr, rmarkdown, stringr |
| Published: |
2020-06-05 |
| DOI: |
10.32614/CRAN.package.autoTS |
| Author: |
Vivien Roussez |
| Maintainer: |
Vivien Roussez <vivien.roussez at gmail.com> |
| BugReports: |
https://github.com/vivienroussez/autots/issues |
| License: |
GPL-3 |
| URL: |
https://github.com/vivienroussez/autoTS |
| NeedsCompilation: |
no |
| CRAN checks: |
autoTS results |
Documentation:
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