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organik

Multi-Horizon Probabilistic Ensemble with Copulas for Time Series Forecasting

Trains per-horizon probabilistic ensembles from a univariate time series. It supports 'rpart', 'glmnet', and 'kNN' engines with flexible residual distributions and heteroscedastic scale models, weighting variants by calibration-aware scores. A Gaussian/t copula couples the marginals to simulate joint forecast paths, returning quantiles, means, and step increments across horizons.

Versions across snapshots

VersionRepositoryFileSize
1.0.1 rolling linux/jammy R-4.5 organik_1.0.1.tar.gz 86.4 KiB
1.0.1 rolling linux/noble R-4.5 organik_1.0.1.tar.gz 86.4 KiB
1.0.1 rolling source/ R- organik_1.0.1.tar.gz 16.6 KiB
1.0.1 latest linux/jammy R-4.5 organik_1.0.1.tar.gz 86.4 KiB
1.0.1 latest linux/noble R-4.5 organik_1.0.1.tar.gz 86.4 KiB
1.0.1 latest source/ R- organik_1.0.1.tar.gz 16.6 KiB
1.0.1 2026-04-26 source/ R- organik_1.0.1.tar.gz 16.6 KiB
1.0.1 2026-04-23 source/ R- organik_1.0.1.tar.gz 16.6 KiB
1.0.1 2026-04-09 windows/windows R-4.5 organik_1.0.1.zip 88.7 KiB

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