timetk
modeltime.ensemble
| timetk | modeltime.ensemble | |
|---|---|---|
| 2 | 1 | |
| 597 | 71 | |
| 0.2% | - | |
| 7.9 | 7.6 | |
| 3 months ago | 4 months ago | |
| R | R | |
| - | GNU General Public License v3.0 or later |
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timetk
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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
- Time Series in R
modeltime.ensemble
What are some alternatives?
fable - Tidy time series forecasting
modeltime.resample - Resampling Tools for Time Series Forecasting with Modeltime
tidylog - Tidylog provides feedback about dplyr and tidyr operations. It provides wrapper functions for the most common functions, such as filter, mutate, select, and group_by, and provides detailed output for joins.
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
modeltime - Modeltime unlocks time series forecast models and machine learning in one framework
healthyR.ts - A time-series companion package to healthyR
Econometrics-on-Stock-Data - R finance guide - Algotrading101