ahead
is a package
for univariate and multivariate time series
forecasting, with uncertainty quantification (R and Python).
The model used in this demo is stats::ridge2f
.
Please remember that in real life, this model’s hyperparameters will have to be tuned.
ahead
Here’s how to install the R version of the package:
1st method: from R-universe
In R console:
2nd method: from Github
In R console:
Or
And here are the packages that will be used in this vignette:
obj <- ahead::ridge2f(fpp::insurance, h = 7, type_pi = "blockbootstrap", B = 10,
block_length = 5)
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