No packages match

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

caretconformal-predictiondata-scienceeconometricsforecastforecastingforecasting-modelsmachine-learningmacroeconometricsmicroeconometricstime-seriestime-series-forcastingtime-series-prediction

5.81 score 29 stars 4 dependents 37 scripts 529 downloads

ngboostForecast - Probabilistic Time Series Forecasting

Probabilistic time series forecasting via Natural Gradient Boosting for Probabilistic Prediction.

Last updated

forecastingmachine-learningngboostngboost-forecastprobabilistic-forecastspythonsklearntime-series

3.69 score 7 stars 14 scripts 309 downloads