All Tools Bookmark

Share

http://online-toolz.com/tools/r-package-details.php?p=forecastHybrid

Facebook Share Twitter Share

forecastHybrid: Convenient Functions for Ensemble Time Series Forecasts

Convenient functions for ensemble forecasts in R combining approaches from the 'forecast' package. Forecasts generated from auto.arima(), ets(), nnetar(), stlm(), and tbats() can be combined with equal weights or weights based on in-sample errors. Future methods such as cross validation are planned.

forecastHybrid.pdf