modeltime
modeltime.gluonts
| modeltime | modeltime.gluonts | |
|---|---|---|
| 5 | 1 | |
| 499 | 38 | |
| 0.6% | - | |
| 8.4 | 5.8 | |
| 4 months ago | 4 months ago | |
| R | R | |
| GNU General Public License v3.0 or later | GNU General Public License v3.0 or later |
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modeltime
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Cross Validating Time Series Models in R
Check out the ModelTime package: https://business-science.github.io/modeltime/
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Good package or tidy way of sliding time series forecasting windows for backtesting?
I was looking for something similar a bit ago and settled on timetk and modeltime. It's been a while since I worked with these and I never got deep enough in my own project to fully explore them, so unfortunately all I can offer are the links; however this should get you what you're looking for
- Has anyone taken Matt Dancho's courses?
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Time Series in R
It’s actually completely different than what existed. You can see my roadmap here and how much has went into the Modeltime project. https://github.com/business-science/modeltime/issues/5
modeltime.gluonts
What are some alternatives?
fable - Tidy time series forecasting
Deep_XF - Package towards building Explainable Forecasting and Nowcasting Models with State-of-the-art Deep Neural Networks and Dynamic Factor Model on Time Series data sets with single line of code. Also, provides utilify facility for time-series signal similarities matching, and removing noise from timeseries signals.
boostime - The Tidymodels Extension for Time Series Boosting Models
timetk - Time series analysis in the `tidyverse`
healthyR.ts - A time-series companion package to healthyR
modeltime.h2o - Forecasting with H2O AutoML. Use the H2O Automatic Machine Learning algorithm as a backend for Modeltime Time Series Forecasting.
modeltime.resample - Resampling Tools for Time Series Forecasting with Modeltime
Auto_TS - Automatically build ARIMA, SARIMAX, VAR, FB Prophet and XGBoost Models on Time Series data sets with a Single Line of Code. Created by Ram Seshadri. Collaborators welcome.
hal9001 - 🤠 📿 The Highly Adaptive Lasso