Functions for Benchmarking Time Series Prediction


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Documentation for package ‘TSPred’ version 4.0

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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.
arimaparameters Get ARIMA model parameters
arimapred Automatic ARIMA fitting and prediction
BCT Box Cox Transformation
BCT.rev Box Cox Transformation
CATS Time series of the CATS Competition
CATS.cont Continuation dataset of the time series of the CATS Competition
detrend Detrending Transformation
detrend.rev Detrending Transformation
DIF Differencing Transformation
DIF.rev Differencing Transformation
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
fittestEMD Automatic prediction with empirical mode decomposition
fittestLM Automatically finding fittest linear model for prediction
fittestMAS Automatic prediction with moving average smoothing
fittestPolyR Automatic fitting and prediction of polynomial regression
fittestPolyRKF Automatic fitting and prediction of polynomial regression with Kalman filter
fittestWavelet Automatic prediction with wavelet transform
ipeadata_d The Ipea Most Requested Dataset (daily)
ipeadata_d.cont The Ipea Most Requested Dataset (daily)
ipeadata_m The Ipea Most Requested Dataset (monthly)
ipeadata_m.cont The Ipea Most Requested Dataset (monthly)
LT Logarithmic Transformation
LT.rev Logarithmic Transformation
LT10 Logarithmic Transformation
LT10.rev Logarithmic Transformation
MAPE MAPE error of prediction
marimapar Get parameters of multiple ARIMA models.
marimapred Multiple time series automatic ARIMA fitting and prediction
MAS Moving average smoothing
MAS.rev Moving average smoothing
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
PCT Percentage Change Transformation
PCT.rev Percentage Change Transformation
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
TSPred-deprecated Deprecated Functions in Package TSPred