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Read in a time series and fit in it: 1) seasonal regression, 2) seasonal regression + trend, 3) ARIMA, 4) ARIMA with Box-Cox transformation, 5) Holt-Winters multiplicative, 6) Holt-Winters additive, 7) ETS, and 8) TBATS. Use the best model in evaluation against a test set for predicting the value at each "truly out-of-sample" time step.

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jaakko-paavola/time-series-forecasting-ensemble-with-R

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time-series-forecasting-ensemble

Read in a time series and fit in it: 1) seasonal regression, 2) seasonal regression + trend, 3) ARIMA, 4) ARIMA with Box-Cox transformation, 5) Holt-Winters multiplicative, 6) Holt-Winters additive, 7) ETS, and 8) TBATS. Use the best model in evaluation against a test set for predicting the value at each "truly out-of-sample" time step.

(still work-in-progress)

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Read in a time series and fit in it: 1) seasonal regression, 2) seasonal regression + trend, 3) ARIMA, 4) ARIMA with Box-Cox transformation, 5) Holt-Winters multiplicative, 6) Holt-Winters additive, 7) ETS, and 8) TBATS. Use the best model in evaluation against a test set for predicting the value at each "truly out-of-sample" time step.

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