R-Time-Series-Task-View-Supplement
R Time series packages not included in CRAN Task View: Time Series Analysis (by Beliavsky)
timemachines
Predict time-series with one line of code. (by microprediction)
| R-Time-Series-Task-View-Supplement | timemachines | |
|---|---|---|
| 1 | 10 | |
| 2 | 381 | |
| - | - | |
| 8.2 | 3.3 | |
| 9 days ago | 12 months ago | |
| Python | ||
| - | MIT License |
The number of mentions indicates the total number of mentions that we've tracked plus the number of user suggested alternatives.
Stars - the number of stars that a project has on GitHub. Growth - month over month growth in stars.
Activity is a relative number indicating how actively a project is being developed. Recent commits have higher weight than older ones.
For example, an activity of 9.0 indicates that a project is amongst the top 10% of the most actively developed projects that we are tracking.
Stars - the number of stars that a project has on GitHub. Growth - month over month growth in stars.
Activity is a relative number indicating how actively a project is being developed. Recent commits have higher weight than older ones.
For example, an activity of 9.0 indicates that a project is amongst the top 10% of the most actively developed projects that we are tracking.
R-Time-Series-Task-View-Supplement
Posts with mentions or reviews of R-Time-Series-Task-View-Supplement.
We have used some of these posts to build our list of alternatives
and similar projects. The last one was on 2021-08-03.
-
R packages for finance
The R packages I have used most are quantmod and packages for GARCH such as rugarch and packages for vector autoregressions, listed in the Time Series task view , another task view for which I have created a supplement.
timemachines
Posts with mentions or reviews of timemachines.
We have used some of these posts to build our list of alternatives
and similar projects. The last one was on 2021-07-01.
-
So, You Recommended a Python Time-Series Package … Now What?
Good question. Tried filing a feature request or discussion on their repo? Or one idea would be to chase prophet's residuals, somewhat similar to this: https://github.com/microprediction/timemachines/blob/main/timemachines/skaters/proph/prophskaterscomposed.py
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Is Facebook's “Prophet” the Time-Series Messiah, or Just a Naughty Boy?
I'll try to add notebook examples at https://www.microprediction.com/blog/popular-timeseries-pack... and get some pytorch-forecasting Elo ratings going. As an aside, anyone who wants to see a particular approach get rated is welcome to help! It amounts to creating a "skater" which is a simple functional form of forecasting.
- Simple pure function representations of popular time series packages.
What are some alternatives?
When comparing R-Time-Series-Task-View-Supplement and timemachines you can also consider the following projects:
tslearn - The machine learning toolkit for time series analysis in Python
scikit-hts - Hierarchical Time Series Forecasting with a familiar API
darts - A python library for user-friendly forecasting and anomaly detection on time series.
stingray - Anything can happen in the next half hour (including spectral timing made easy)!