Functions for Benchmarking Time Series Prediction


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Documentation for package ‘TSPred’ version 3.0.2

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TSPred-package Functions for Benchmarking Time Series Prediction
arimainterp Interpolation of unknown values using automatic ARIMA fitting and prediction
arimapar Get ARIMA model parameters.
arimapred Automatic ARIMA fitting and prediction
CATS Time series of the CATS Competition
CATS.cont Continuation dataset of the time series of the CATS Competition
EUNITE.Loads Electrical loads of the EUNITE Competition
EUNITE.Loads.cont Continuation dataset of the electrical loads of the EUNITE Competition
EUNITE.Reg Electrical loads regressors of the EUNITE Competition
EUNITE.Reg.cont Continuation dataset of the electrical loads regressors of the EUNITE Competition
EUNITE.Temp Temperatures of the EUNITE Competition
EUNITE.Temp.cont Continuation dataset of the temperatures of the EUNITE Competition
fittestArima Automatic ARIMA fitting, prediction and accuracy evaluation
fittestArimaKF Automatic ARIMA fitting and prediction with Kalman filter
fittestLM Automatically finding fittest linear model for prediction
fittestPolyR Automatic fitting and prediction of polynomial regression
fittestPolyRKF Automatic fitting and prediction of polynomial regression with Kalman filter
MAPE MAPE error of prediction
marimapar Get parameters of multiple ARIMA models.
marimapred Multiple time series automatic ARIMA fitting and prediction
MAXError Maximal error of prediction
MSE MSE error of prediction
NMSE NMSE error of prediction
NN3.A Dataset A of the NN3 Competition
NN3.A.cont Continuation dataset of the Dataset A of the NN3 Competition
NN5.A Dataset A of the NN5 Competition
NN5.A.cont Continuation dataset of the Dataset A of the NN5 Competition
plotarimapred Plot ARIMA predictions against actual values
SantaFe.A Time series A of the Santa Fe Time Series Competition
SantaFe.A.cont Continuation dataset of the time series A of the Santa Fe Time Series Competition
SantaFe.D Time series D of the Santa Fe Time Series Competition
SantaFe.D.cont Continuation dataset of the time series D of the Santa Fe Time Series Competition
slidingWindows Generating sliding windows of data
sMAPE sMAPE error of prediction
TSPred Functions for Benchmarking Time Series Prediction