modeltime.ensemble
modeltime
modeltime.ensemble | modeltime | |
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1 | 5 | |
71 | 503 | |
- | 1.4% | |
7.6 | 8.4 | |
5 months ago | 5 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.ensemble
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
What are some alternatives?
fable - Tidy time series forecasting
modeltime.resample - Resampling Tools for Time Series Forecasting with Modeltime
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
modeltime.gluonts - GluonTS Deep Learning with Modeltime
forecast - Forecasting Functions for Time Series and Linear Models
timetk - Time series analysis in the `tidyverse`
healthyR.ts - A time-series companion package to healthyR
Econometrics-on-Stock-Data - R finance guide - Algotrading101