Package: tspredit 2.0.707

Eduardo Ogasawara

tspredit: Time Series Prediction with Integrated Tuning

Time series prediction is a critical task in data analysis, requiring not only the selection of appropriate models, but also suitable data preprocessing and tuning strategies. TSPredIT (Time Series Prediction with Integrated Tuning) is a framework that provides a seamless integration of data preprocessing, decomposition, model training, hyperparameter optimization, and evaluation. Unlike other frameworks, TSPredIT emphasizes the co-optimization of both preprocessing and modeling steps, improving predictive performance. It supports a variety of statistical and machine learning models, filtering techniques, outlier detection, data augmentation, and ensemble strategies. More information is available in Salles et al. <doi:10.1007/978-3-662-68014-8_2>.

Authors:Eduardo Ogasawara [aut, ths, cre], Cristiane Gea [aut], Diego Carvalho [ctb], Diogo Santos [aut], Arthur Garcia [aut], Eduardo Bezerra [ctb], Esther Pacitti [ctb], Fabio Porto [ctb], Fernando Alexandrino [aut], Rebecca Salles [aut], Vitoria Birindiba [aut], CEFET/RJ [cph]

tspredit_2.0.707.tar.gz
tspredit_2.0.707.zip(r-4.7)tspredit_2.0.707.zip(r-4.6)tspredit_2.0.707.zip(r-4.5)
tspredit_2.0.707.tgz(r-4.6-any)tspredit_2.0.707.tgz(r-4.5-any)
tspredit_2.0.707.tar.gz(r-4.7-any)tspredit_2.0.707.tar.gz(r-4.6-any)
tspredit_2.0.707.tgz(r-4.6-emscripten)
manual.pdf |manual.html
card.svg |card.png
tspredit/json (API)

# Install 'tspredit' in R:
install.packages('tspredit', repos = c('https://cefet-rj-dal.r-universe.dev', 'https://cloud.r-project.org'))

Bug tracker:https://github.com/cefet-rj-dal/tspredit/issues

Datasets:
  • bioenergy - FAOSTAT Bioenergy Database
  • CATS - CATS Time Series Competition
  • climate - FAOSTAT Temperature Change on Land
  • emissions - FAOSTAT Emissions Totals
  • EUNITE.Loads - EUNITE Competition – Half-Hourly Electrical Loads
  • EUNITE.Reg - EUNITE Competition – Regressors for Load Forecasting
  • EUNITE.Temp - EUNITE Competition – Average Daily Temperatures
  • fertilizers - FAOSTAT Fertilizers by Nutrient
  • gdp - Gross Domestic Product and Agriculture Value Added
  • ipeadata.d - Ipea Daily Macroeconomic Dataset
  • ipeadata.m - Ipea Monthly Macroeconomic Dataset
  • m1 - M1 Competition Time Series
  • m3 - M3 Competition Time Series
  • m4 - M4 Competition Time Series
  • NN3 - NN3 Time Series Competition - Dataset A
  • NN5 - NN5 Time Series Competition
  • pesticides - Pesticides Use Statistics
  • SantaFe.A - Santa Fe Time Series Competition - Series A
  • SantaFe.D - Santa Fe Time Series Competition - Series D
  • stocks - IBOVESPA's 50 Most Traded Stocks
  • tsd - Time series for forecasting examples

On CRAN:

Conda:

7.50 score 10 stars 2 packages 612 scripts 8.6k downloads 68 exports 133 dependencies

Last updated from:83874f341e. Checks:9 OK. Indexed: yes.

TargetResultTimeFilesSyslog
linux-devel-x86_64OK222
source / vignettesOK256
linux-release-x86_64OK217
macos-release-arm64OK160
macos-oldrel-arm64OK145
windows-develOK166
windows-releaseOK173
windows-oldrelOK162
wasm-releaseOK126

Exports:adjust_ts_dataadjust_ts_data_mvdo_fitdo_predictloadfulldataMSE.tsplot_ts_pred_mvR2.tssMAPE.tsts_arimats_arimaxts_aug_awarenessts_aug_awaresmoothts_aug_flipts_aug_jitterts_aug_nonets_aug_shrinkts_aug_stretchts_aug_wormholets_darimats_datats_data_mvts_deterministicts_elmts_fil_emats_fil_emdts_fil_fftts_fil_hpts_fil_kalmants_fil_lowessts_fil_mats_fil_nonets_fil_qests_fil_recursivets_fil_remdts_fil_seas_adjts_fil_sests_fil_smoothts_fil_splinets_fil_waveletts_fil_winsorts_headts_integtunets_knnts_lagmapts_lm_mvts_mlpts_mv_spects_norm_ants_norm_diffts_norm_gminmaxts_norm_nonets_norm_swminmaxts_periodicts_persistts_projectionts_regts_reg_mvts_regswts_regsw_mvts_rfts_samplets_svmts_tunets_varts_warmatsanutilstslagutils

Dependencies:arulesarulesSequencesaskpassbitbit64bootcaretcellrangerclassclicliprclockclustercodetoolscolorspacecpp11crayoncurldaltoolboxdata.tabledbscanDescToolsdiagramdigestdotCall64dplyre1071elmNNRcppEMDExactexpmfarverfieldsFNNforcatsforeachforecastfracdifffsfuturefuture.applygenericsggplot2gldglobalsgluegowergtablehardhathavenhhthmshttripredisobanditeratorsjsonliteKernelKnnKernSmoothKFASlabelinglatticelavalifecyclelistenvlmomlmtestlocfitlubridatemagrittrmapsMASSMatrixmclustmFiltermimeModelMetricsmvtnormnlmennetnumDerivopensslparallellypillarpkgconfigplyrprettyunitspROCprodlimprogressprogressrproxypurrrR6randomForestRColorBrewerRcppRcppArmadilloreadrreadxlrecipesrematchreshapereshape2rlangrootSolverpartrstudioapiS7scalesshapespamsparsevctrsSQUAREMstringistringrsurvivalsystibbletidyrtidyselecttimechangetimeDatetreetzdburcautf8vctrsviridisLitevroomwaveletswithrzoo

Readme and manuals

Help Manual

Help pageTopics
Subset Extraction for Time Series Data[.ts_data
Adjust 'ts_data'adjust_ts_data
Adjust 'ts_data_mv'adjust_ts_data_mv
FAOSTAT Bioenergy Databasebioenergy
CATS Time Series CompetitionCATS
FAOSTAT Temperature Change on Landclimate
Fit Time Series Modeldo_fit
Predict Time Series Modeldo_predict
FAOSTAT Emissions Totalsemissions
EUNITE Competition – Half-Hourly Electrical LoadsEUNITE.Loads
EUNITE Competition – Regressors for Load ForecastingEUNITE.Reg
EUNITE Competition – Average Daily TemperaturesEUNITE.Temp
FAOSTAT Fertilizers by Nutrientfertilizers
Gross Domestic Product and Agriculture Value Addedgdp
Ipea Daily Macroeconomic Datasetipeadata.d
Ipea Monthly Macroeconomic Datasetipeadata.m
Load Full Dataset From Mini Data Objectloadfulldata
M1 Competition Time Seriesm1
M3 Competition Time Seriesm3
M4 Competition Time Seriesm4
MSEMSE.ts
NN3 Time Series Competition - Dataset ANN3
NN5 Time Series CompetitionNN5
Pesticides Use Statisticspesticides
Plot Multivariate Forecast Pathsplot_ts_pred_mv
R2R2.ts
Santa Fe Time Series Competition - Series ASantaFe.A
Santa Fe Time Series Competition - Series DSantaFe.D
Select Optimal Hyperparameters for Time Series Modelsselect_hyper.ts_tune
sMAPEsMAPE.ts
IBOVESPA's 50 Most Traded Stocksstocks
ARIMAts_arima
ARIMAXts_arimax
Augmentation by Awarenessts_aug_awareness
Augmentation by Awareness Smoothts_aug_awaresmooth
Augmentation by Flipts_aug_flip
Augmentation by Jitterts_aug_jitter
No Augmentationts_aug_none
Augmentation by Shrinkts_aug_shrink
Augmentation by Stretchts_aug_stretch
Augmentation by Wormholets_aug_wormhole
DARIMAts_darima
ts_datats_data
Multivariate Time Series Datats_data_mv
Deterministic Univariate Predictorts_deterministic
ELMts_elm
Exponential Moving Average (EMA)ts_fil_ema
EMD Filterts_fil_emd
FFT Filterts_fil_fft
Hodrick-Prescott Filterts_fil_hp
Kalman Filterts_fil_kalman
LOWESS Smoothingts_fil_lowess
Moving Average (MA)ts_fil_ma
No Filterts_fil_none
Quadratic Exponential Smoothingts_fil_qes
Recursive Filterts_fil_recursive
Robust EMD Filterts_fil_remd
Seasonal Adjustmentts_fil_seas_adj
Simple Exponential Smoothingts_fil_ses
Time Series Smoothts_fil_smooth
Smoothing Splinests_fil_spline
Wavelet Filterts_fil_wavelet
Winsorization of Time Seriests_fil_winsor
Extract the First Observations from a 'ts_data' Objectts_head
Time Series Integrated Tunets_integtune
KNN Time Series Predictionts_knn
Lag Mapping for Sliding-Window Predictorsts_lagmap
Multivariate Linear Regressionts_lm_mv
MLPts_mlp
Multivariate Model Specificationts_mv_spec
Adaptive Normalizationts_norm_an
First Differencests_norm_diff
Global Min–Max Normalizationts_norm_gminmax
No Normalizationts_norm_none
Sliding-Window Min–Max Normalizationts_norm_swminmax
Periodic Deterministic Predictorts_periodic
Persistence Deterministic Predictorts_persist
Time Series Projectionts_projection
TSRegts_reg
Target-Centered Multivariate Regression Basets_reg_mv
TSRegSWts_regsw
Multivariate Sliding-Window Regressorts_regsw_mv
Random Forestts_rf
Time Series Samplets_sample
SVMts_svm
Time Series Tunets_tune
Vector Autoregressionts_var
WARMAts_warma
Adaptive Normalization Utilitiestsanutils
Time series for forecasting examplestsd
Time Series Lag Utilitiestslagutils