Package: ahead 0.16.2

T. Moudiki

ahead: Time Series Forecasting with uncertainty quantification

Univariate and multivariate time series forecasting with uncertainty quantification.

Authors:T. Moudiki

ahead_0.16.2.tar.gz
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ahead.pdf |ahead.html✨
ahead/json (API)
NEWS

# Install 'ahead' in R:

install.packages('ahead', repos = c('https://techtonique.r-universe.dev', 'https://cloud.r-project.org'))

Bug tracker:https://github.com/techtonique/ahead/issues

Uses libs:

c++– GNU Standard C++ Library v3

On CRAN:

forecasting machine-learning predictive-modeling statistical-learning time-series time-series-forecasting uncertainty-quantification cpp

4.77 score 21 stars 51 scripts 24 exports 134 dependencies

Last updated 5 days agofrom:0a1d84081d. Checks:11 ERROR. Indexed: yes.

Target	Result	Latest binary
Doc / Vignettes	FAIL	Feb 17 2025
R-4.5-win-x86_64	ERROR	Feb 17 2025
R-4.5-mac-x86_64	ERROR	Feb 17 2025
R-4.5-mac-aarch64	ERROR	Feb 17 2025
R-4.5-linux-x86_64	ERROR	Feb 17 2025
R-4.4-win-x86_64	ERROR	Feb 17 2025
R-4.4-mac-x86_64	ERROR	Feb 17 2025
R-4.4-mac-aarch64	ERROR	Feb 17 2025
R-4.3-win-x86_64	ERROR	Feb 17 2025
R-4.3-mac-x86_64	ERROR	Feb 17 2025
R-4.3-mac-aarch64	ERROR	Feb 17 2025

Exports:armagarchf basicf comb_GLMNET comb_OLS comb_Ridge conformalize createtrendseason dynrmf eatf fit_func fitdistr_ahead fitforecast genericforecast getreturns getsimulations loessf loocvridge2f mlf predict_func quantile_scp removenas ridge ridge2f varf

Dependencies:askpass base64enc brew brio bslib cachem callr cli clipr codetools colorspace commonmark cpp11 crayon credentials curl desc devtools diffobj digest doSNOW downlit ellipsis evaluate fansi farver fastmap fontawesome foreach forecast fracdiff fs generics gert ggplot2 gh gitcreds glue gtable highr htmltools htmlwidgets httpuv httr2 ini isoband iterators jquerylib jsonlite knitr labeling later lattice lifecycle lmtest magrittr MASS Matrix memoise mgcv mime miniUI misc munsell nlme nnet openssl pillar pkgbuild pkgconfig pkgdown pkgload praise prettyunits processx profvis promises ps purrr quadprog quantmod R6 ragg randtoolbox rappdirs rcmdcheck RColorBrewer Rcpp RcppArmadillo remotes rlang rmarkdown rngWELL roxygen2 rprojroot rstudioapi rversions sandwich sass scales sessioninfo shiny snow sourcetools stringi stringr strucchange sys systemfonts testthat textshaping tibble timeDate tinytex tseries TTR urca urlchecker usethis utf8 vars vctrs viridisLite waldo whisker withr xfun xml2 xopen xtable xts yaml zip zoo

Vignettes and/or manual for this package failed to build, some documents may be unavailable. Please inspect thebuild logs for more information.

Citation

Development and contributors

Readme and manuals

Help Manual

Help page	Topics
ARMA(1, 1)-GARCH(1, 1) forecasting (with simulation)	armagarchf
Basic forecasting (mean, median, random walk)	basicf
GLMNET Regression Forecast Combination	comb_GLMNET
Ordinary Least Squares Forecast Combination	comb_OLS
Ridge Regression Forecast Combination	comb_Ridge
Conformalize a forecasting function	conformalize
Create trend and seasonality features for univariate time series	createtrendseason
Dynamic regression model	dynrmf
Combined ets-arima-theta forecasts	eatf
Fit univariate time series using caret ML model (for use with 'dynrmf')	fit_func
Fit and forecast for benchmarking purposes	fitforecast
Generic Forecasting Function (Unified interface)	genericforecast
Get error metrics	get_error
Calculate returns or log-returns for multivariate time series	getreturns
Obtain simulations (when relevant) from a selected time series	getsimulations
Loess forecasting	loessf
LOOCV for Ridge2 model	loocvridge2f
Conformalized Forecasting using Machine Leaning models	mlf
Plot results from forecast combination model	plot.foreccomb_res
Plot multivariate time series forecast or residuals	plot.mtsforecast
Predict univariate time series using caret ML model(for use with 'dynrmf')	predict_func
Prediction function for Forecast Combinations	predict.foreccomb_res
Ridge2 model	ridge2f
Summary of Forecast Combination	print.foreccomb_res_summary summary.foreccomb_res
Vector Autoregressive model (adapted from vars::VAR)	varf

Usage by other packages (reverse dependencies)