Extending 'mlr3' to Time Series Forecasting
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Documentation for package ‘mlr3forecast’ version 0.1.0
Help Pages
| mlr3forecast-package | mlr3forecast: Extending 'mlr3' to Time Series Forecasting |
-- A --
| as_tasks_fcst | Convert to a Forecast Task |
| as_tasks_fcst.default | Convert to a Forecast Task |
| as_tasks_fcst.list | Convert to a Forecast Task |
| as_task_fcst | Convert to a Forecast Task |
| as_task_fcst.data.frame | Convert to a Forecast Task |
| as_task_fcst.DataBackend | Convert to a Forecast Task |
| as_task_fcst.TaskFcst | Convert to a Forecast Task |
| as_task_fcst.tbl_ts | Convert to a Forecast Task |
| as_task_fcst.timeSeries | Convert to a Forecast Task |
| as_task_fcst.ts | Convert to a Forecast Task |
| as_task_fcst.tsf | Convert to a Forecast Task |
| as_task_fcst.zoo | Convert to a Forecast Task |
| autoplot.PredictionFcst | Plot for Forecast Predictions |
| autoplot.TaskFcst | Plot for Forecast Tasks |
-- D --
| DirectForecaster | Direct Multi-Step Forecast Learner |
| direct_forecaster | Create a Direct Forecast Learner |
| download_zenodo_record | Download tsf file from Zenodo |
-- F --
| forecast.Learner | Forecast from a Trained Learner |
-- G --
| generate_newdata | Generate new data for a forecast task |
-- L --
| LearnerFcst | Forecast Learner |
| LearnerFcstAdam | ADAM Forecast Learner |
| LearnerFcstArfima | ARFIMA Forecast Learner |
| LearnerFcstArima | ARIMA Forecast Learner |
| LearnerFcstAutoAdam | Auto ADAM Forecast Learner |
| LearnerFcstAutoArima | Auto ARIMA Forecast Learner |
| LearnerFcstAutoCes | Auto CES Forecast Learner |
| LearnerFcstAutoGum | Auto GUM Forecast Learner |
| LearnerFcstAutoMsarima | Auto Multiple-Seasonal ARIMA Forecast Learner |
| LearnerFcstAutoSsarima | Auto State-Space ARIMA Forecast Learner |
| LearnerFcstBaggedModel | Bagged Model Forecast Learner |
| LearnerFcstBats | BATS Forecast Learner |
| LearnerFcstCes | CES Forecast Learner |
| LearnerFcstCroston | Croston Forecast Learner |
| LearnerFcstElm | Extreme Learning Machine Forecast Learner |
| LearnerFcstEs | Exponential Smoothing Forecast Learner |
| LearnerFcstEts | ETS Forecast Learner |
| LearnerFcstGum | GUM Forecast Learner |
| LearnerFcstHoltWinters | Holt-Winters Forecast Learner |
| LearnerFcstMean | Mean Forecast Learner |
| LearnerFcstMlp | Multilayer Perceptron Forecast Learner |
| LearnerFcstMsarima | Multiple-Seasonal ARIMA Forecast Learner |
| LearnerFcstNnetar | Neural Network Forecast Learner |
| LearnerFcstProphet | Prophet Forecast Learner |
| LearnerFcstRandomWalk | Random Walk Forecast Learner |
| LearnerFcstRlgt | Local and Global Trend Forecast Learner |
| LearnerFcstSma | Simple Moving Average Forecast Learner |
| LearnerFcstSpline | Spline Forecast Learner |
| LearnerFcstSsarima | State-Space ARIMA Forecast Learner |
| LearnerFcstStlm | STL + ETS/ARIMA Forecast Learner |
| LearnerFcstStructTS | Structural Time Series Forecast Learner |
| LearnerFcstTbats | TBATS Forecast Learner |
| LearnerFcstTheta | Theta Forecast Learner |
| LearnerFcstTscount | Count Time Series Forecast Learner |
| LearnerFcstTslm | Time Series Linear Model Forecast Learner |
-- M --
| MeasureACF1 | Autocorrelation at Lag 1 |
| MeasureCoverage | Empirical Coverage |
| MeasureMASE | Mean Absolute Scaled Error |
| MeasureMDA | Mean Directional Accuracy |
| MeasureMDPV | Mean Directional Percentage Value |
| MeasureMDV | Mean Directional Value |
| MeasureMPE | Mean Percentage Error |
| MeasureMSIS | Mean Scaled Interval Score |
| MeasurePinball | Pinball Loss |
| MeasureRMSSE | Root Mean Squared Scaled Error |
| MeasureWAPE | Weighted Absolute Percentage Error |
| MeasureWinkler | Winkler Score |
| mlr3forecast | mlr3forecast: Extending 'mlr3' to Time Series Forecasting |
| mlr_graphs_fcst.local | Create a Graph to Fit Local Per-Series Forecast Models |
| mlr_learners_fcst.adam | ADAM Forecast Learner |
| mlr_learners_fcst.arfima | ARFIMA Forecast Learner |
| mlr_learners_fcst.arima | ARIMA Forecast Learner |
| mlr_learners_fcst.auto_adam | Auto ADAM Forecast Learner |
| mlr_learners_fcst.auto_arima | Auto ARIMA Forecast Learner |
| mlr_learners_fcst.auto_ces | Auto CES Forecast Learner |
| mlr_learners_fcst.auto_gum | Auto GUM Forecast Learner |
| mlr_learners_fcst.auto_msarima | Auto Multiple-Seasonal ARIMA Forecast Learner |
| mlr_learners_fcst.auto_ssarima | Auto State-Space ARIMA Forecast Learner |
| mlr_learners_fcst.bagged | Bagged Model Forecast Learner |
| mlr_learners_fcst.bats | BATS Forecast Learner |
| mlr_learners_fcst.ces | CES Forecast Learner |
| mlr_learners_fcst.croston | Croston Forecast Learner |
| mlr_learners_fcst.elm | Extreme Learning Machine Forecast Learner |
| mlr_learners_fcst.es | Exponential Smoothing Forecast Learner |
| mlr_learners_fcst.ets | ETS Forecast Learner |
| mlr_learners_fcst.gum | GUM Forecast Learner |
| mlr_learners_fcst.holt_winters | Holt-Winters Forecast Learner |
| mlr_learners_fcst.mean | Mean Forecast Learner |
| mlr_learners_fcst.mlp | Multilayer Perceptron Forecast Learner |
| mlr_learners_fcst.msarima | Multiple-Seasonal ARIMA Forecast Learner |
| mlr_learners_fcst.nnetar | Neural Network Forecast Learner |
| mlr_learners_fcst.prophet | Prophet Forecast Learner |
| mlr_learners_fcst.random_walk | Random Walk Forecast Learner |
| mlr_learners_fcst.rlgt | Local and Global Trend Forecast Learner |
| mlr_learners_fcst.sma | Simple Moving Average Forecast Learner |
| mlr_learners_fcst.spline | Spline Forecast Learner |
| mlr_learners_fcst.ssarima | State-Space ARIMA Forecast Learner |
| mlr_learners_fcst.stlm | STL + ETS/ARIMA Forecast Learner |
| mlr_learners_fcst.struct_ts | Structural Time Series Forecast Learner |
| mlr_learners_fcst.tbats | TBATS Forecast Learner |
| mlr_learners_fcst.theta | Theta Forecast Learner |
| mlr_learners_fcst.tscount | Count Time Series Forecast Learner |
| mlr_learners_fcst.tslm | Time Series Linear Model Forecast Learner |
| mlr_measures_fcst.acf1 | Autocorrelation at Lag 1 |
| mlr_measures_fcst.coverage | Empirical Coverage |
| mlr_measures_fcst.mase | Mean Absolute Scaled Error |
| mlr_measures_fcst.mda | Mean Directional Accuracy |
| mlr_measures_fcst.mdpv | Mean Directional Percentage Value |
| mlr_measures_fcst.mdv | Mean Directional Value |
| mlr_measures_fcst.mpe | Mean Percentage Error |
| mlr_measures_fcst.msis | Mean Scaled Interval Score |
| mlr_measures_fcst.pinball | Pinball Loss |
| mlr_measures_fcst.rmsse | Root Mean Squared Scaled Error |
| mlr_measures_fcst.wape | Weighted Absolute Percentage Error |
| mlr_measures_fcst.winkler | Winkler Score |
| mlr_pipeops_fcst.catch22 | Time Series Feature Extraction (catch22) |
| mlr_pipeops_fcst.feasts | Time Series Feature Extraction (feasts) |
| mlr_pipeops_fcst.fourier | Create Fourier Features for Seasonality |
| mlr_pipeops_fcst.lags | Create Lags of Target Variable |
| mlr_pipeops_fcst.rolling | Create Rolling Window Features of Target Variable |
| mlr_pipeops_fcst.splitkey | Split a Forecast Task into Per-Series Tasks |
| mlr_pipeops_fcst.targetboxcox | Box-Cox Transform the Target Variable |
| mlr_pipeops_fcst.targetdiff | Difference the Target Variable |
| mlr_pipeops_fcst.tsfeats | Time Series Feature Extraction |
| mlr_pipeops_fcst.unitekey | Unite Per-Series Forecasts into One Prediction |
| mlr_pipeops_fcstavg | Weighted Prediction Averaging for Forecasts |
| mlr_resamplings_fcst.cv | Forecast Cross-Validation Resampling |
| mlr_resamplings_fcst.holdout | Forecast Holdout Resampling |
| mlr_tasks_airpassengers | Air Passengers Forecast Task |
| mlr_tasks_electricity | Daily electricity demand for Victoria, Australia Forecast Task |
| mlr_tasks_livestock | Australian Livestock Slaughter Forecast Task |
| mlr_tasks_lynx | Annual Canadian Lynx Trappings Forecast Task |
| mlr_tasks_usaccdeaths | Accidental Deaths in the US Forecast Task |
-- P --
| partition.TaskFcst | Manually Partition into Training, Test and Validation Set |
| pipeline_fcst_local | Create a Graph to Fit Local Per-Series Forecast Models |
| PipeOpFcstAvg | Weighted Prediction Averaging for Forecasts |
| PipeOpFcstCatch22 | Time Series Feature Extraction (catch22) |
| PipeOpFcstFeasts | Time Series Feature Extraction (feasts) |
| PipeOpFcstFourier | Create Fourier Features for Seasonality |
| PipeOpFcstLags | Create Lags of Target Variable |
| PipeOpFcstRolling | Create Rolling Window Features of Target Variable |
| PipeOpFcstSplitKey | Split a Forecast Task into Per-Series Tasks |
| PipeOpFcstTsfeats | Time Series Feature Extraction |
| PipeOpFcstUniteKey | Unite Per-Series Forecasts into One Prediction |
| PipeOpTargetTrafoBoxCox | Box-Cox Transform the Target Variable |
| PipeOpTargetTrafoDifference | Difference the Target Variable |
| PredictionFcst | Prediction Object for Forecasting |
-- R --
| read_tsf | Read tsf files |
| RecursiveForecaster | Recursive Forecast Learner |
| recursive_forecaster | Create a Recursive Forecast Learner |
| ResamplingFcstCV | Forecast Cross-Validation Resampling |
| ResamplingFcstHoldout | Forecast Holdout Resampling |
-- S --
| selector_fcst_lags | Select Forecast Lag Features |
| selector_fcst_rolling | Select Forecast Rolling Features |
-- T --
| TaskFcst | Forecast Task |