forecastHybrid
Convenient Functions for Ensemble Time Series Forecasts
Convenient functions for ensemble forecasts in R combining approaches from the 'forecast' package. Forecasts generated from auto.arima(), ets(), thetaf(), nnetar(), stlm(), tbats(), snaive() and arfima() can be combined with equal weights, weights based on in-sample errors (introduced by Bates & Granger (1969) <doi:10.1057/jors.1969.103>), or cross-validated weights. Cross validation for time series data with user-supplied models and forecasting functions is also supported to evaluate model accuracy.
Versions across snapshots
| Version | Repository | File | Size |
|---|---|---|---|
5.1.21 |
rolling source/ R- | forecastHybrid_5.1.21.tar.gz |
635.3 KiB |
5.1.21 |
latest source/ R- | forecastHybrid_5.1.21.tar.gz |
635.3 KiB |
5.1.21 |
2026-04-23 source/ R- | forecastHybrid_5.1.21.tar.gz |
635.3 KiB |
5.1.21 |
2026-04-09 windows/windows R-4.5 | forecastHybrid_5.1.21.zip |
731.9 KiB |