Package index

Model Fitting

Functions for fitting machine learning models to time series data.

ARml()

Autoregressive forecasting using various Machine Learning models.

suggested_methods()

Suggested methods for ARml

Forecasting

Generate point forecasts and prediction intervals.

forecast(<ARml>)

Forecasting using ARml model

Conformal Prediction

Functions for computing conformal prediction intervals with proper coverage guarantees.

conformalRegressor()

Fit a conformal regressor.

conformalRegressorByHorizon()

Fit a horizon-specific conformal regressor for time series forecasting.

predict(<conformalRegressor>)

Predict a conformalRegressor

predict(<conformalRegressorByHorizon>)

Predict intervals from a horizon-specific conformal regressor

Model Diagnostics

Tools for evaluating and understanding model performance.

get_var_imp()

Variable importance for forecasting model.

Data Utilities

Helper functions for preparing time series data.

split_ts()

Split a time series into training and testing sets

Datasets

Example datasets included in the package.

retail

Grouped sales data from an Australian Retailer

retail_wide

Sales data from an Australian Retailer in time series format

Re-exports

Functions re-exported from other packages for convenience.

reexports forecast autoplot autolayer accuracy %>% %<>%

Objects exported from other packages