caretForecast - Conformal Time Series Forecasting Using State of Art Machine Learning Algorithms
Conformal time series forecasting using the caret infrastructure. It provides access to state-of-the-art machine learning models for forecasting applications. The hyperparameter of each model is selected based on time series cross-validation, and forecasting is done recursively.
Last updated 2 years ago
caretconformal-predictiondata-scienceeconometricsforecastforecastingforecasting-modelsmachine-learningmacroeconometricsmicroeconometricstime-seriestime-series-forcastingtime-series-prediction
5.62 score 25 stars 4 dependents 28 scripts 455 downloadsngboostForecast - Probabilistic Time Series Forecasting
Probabilistic time series forecasting via Natural Gradient Boosting for Probabilistic Prediction.
Last updated 3 years ago
forecastingmachine-learningngboostngboost-forecastprobabilistic-forecastspythonsklearntime-series
3.69 score 7 stars 14 scripts 230 downloads