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 |