Package index

Package

mlr3forecast mlr3forecast-package

mlr3forecast: Extending 'mlr3' to Time Series Forecasting

Learners

LearnerFcst

Forecast Learner

RecursiveForecaster

Recursive Forecast Learner

DirectForecaster

Direct Multi-Step Forecast Learner

mlr_learners_fcst.adam LearnerFcstAdam

ADAM Forecast Learner

mlr_learners_fcst.arfima LearnerFcstArfima

ARFIMA Forecast Learner

mlr_learners_fcst.arima LearnerFcstArima

ARIMA Forecast Learner

mlr_learners_fcst.auto_adam LearnerFcstAutoAdam

Auto ADAM Forecast Learner

mlr_learners_fcst.auto_arima LearnerFcstAutoArima

Auto ARIMA Forecast Learner

mlr_learners_fcst.auto_ces LearnerFcstAutoCes

Auto CES Forecast Learner

mlr_learners_fcst.auto_gum LearnerFcstAutoGum

Auto GUM Forecast Learner

mlr_learners_fcst.auto_msarima LearnerFcstAutoMsarima

Auto Multiple-Seasonal ARIMA Forecast Learner

mlr_learners_fcst.auto_ssarima LearnerFcstAutoSsarima

Auto State-Space ARIMA Forecast Learner

mlr_learners_fcst.bagged LearnerFcstBaggedModel

Bagged Model Forecast Learner

mlr_learners_fcst.bats LearnerFcstBats

BATS Forecast Learner

mlr_learners_fcst.ces LearnerFcstCes

CES Forecast Learner

mlr_learners_fcst.croston LearnerFcstCroston

Croston Forecast Learner

mlr_learners_fcst.elm LearnerFcstElm

Extreme Learning Machine Forecast Learner

mlr_learners_fcst.es LearnerFcstEs

Exponential Smoothing Forecast Learner

mlr_learners_fcst.ets LearnerFcstEts

ETS Forecast Learner

mlr_learners_fcst.gum LearnerFcstGum

GUM Forecast Learner

mlr_learners_fcst.holt_winters LearnerFcstHoltWinters

Holt-Winters Forecast Learner

mlr_learners_fcst.mean LearnerFcstMean

Mean Forecast Learner

mlr_learners_fcst.mlp LearnerFcstMlp

Multilayer Perceptron Forecast Learner

mlr_learners_fcst.msarima LearnerFcstMsarima

Multiple-Seasonal ARIMA Forecast Learner

mlr_learners_fcst.nnetar LearnerFcstNnetar

Neural Network Forecast Learner

mlr_learners_fcst.prophet LearnerFcstProphet

Prophet Forecast Learner

mlr_learners_fcst.random_walk LearnerFcstRandomWalk

Random Walk Forecast Learner

mlr_learners_fcst.rlgt LearnerFcstRlgt

Local and Global Trend Forecast Learner

mlr_learners_fcst.sma LearnerFcstSma

Simple Moving Average Forecast Learner

mlr_learners_fcst.spline LearnerFcstSpline

Spline Forecast Learner

mlr_learners_fcst.ssarima LearnerFcstSsarima

State-Space ARIMA Forecast Learner

mlr_learners_fcst.stlm LearnerFcstStlm

STL + ETS/ARIMA Forecast Learner

mlr_learners_fcst.struct_ts LearnerFcstStructTS

Structural Time Series Forecast Learner

mlr_learners_fcst.tbats LearnerFcstTbats

TBATS Forecast Learner

mlr_learners_fcst.theta LearnerFcstTheta

Theta Forecast Learner

mlr_learners_fcst.tscount LearnerFcstTscount

Count Time Series Forecast Learner

mlr_learners_fcst.tslm LearnerFcstTslm

Time Series Linear Model Forecast Learner

Tasks

TaskFcst

Forecast Task

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

Measures

mlr_measures_fcst.acf1 MeasureACF1

Autocorrelation at Lag 1

mlr_measures_fcst.coverage MeasureCoverage

Empirical Coverage

mlr_measures_fcst.mase MeasureMASE

Mean Absolute Scaled Error

mlr_measures_fcst.mda MeasureMDA

Mean Directional Accuracy

mlr_measures_fcst.mdpv MeasureMDPV

Mean Directional Percentage Value

mlr_measures_fcst.mdv MeasureMDV

Mean Directional Value

mlr_measures_fcst.mpe MeasureMPE

Mean Percentage Error

mlr_measures_fcst.msis MeasureMSIS

Mean Scaled Interval Score

mlr_measures_fcst.pinball MeasurePinball

Pinball Loss

mlr_measures_fcst.rmsse MeasureRMSSE

Root Mean Squared Scaled Error

mlr_measures_fcst.wape MeasureWAPE

Weighted Absolute Percentage Error

mlr_measures_fcst.winkler MeasureWinkler

Winkler Score

Resampling Strategies

mlr_resamplings_fcst.cv ResamplingFcstCV

Forecast Cross-Validation Resampling

mlr_resamplings_fcst.holdout ResamplingFcstHoldout

Forecast Holdout Resampling

Pipeline Operators

mlr_pipeops_fcst.catch22 PipeOpFcstCatch22

Time Series Feature Extraction (catch22)

mlr_pipeops_fcst.feasts PipeOpFcstFeasts

Time Series Feature Extraction (feasts)

mlr_pipeops_fcst.fourier PipeOpFcstFourier

Create Fourier Features for Seasonality

mlr_pipeops_fcst.lags PipeOpFcstLags

Create Lags of Target Variable

mlr_pipeops_fcst.rolling PipeOpFcstRolling

Create Rolling Window Features of Target Variable

mlr_pipeops_fcst.targetboxcox PipeOpTargetTrafoBoxCox

Box-Cox Transform the Target Variable

mlr_pipeops_fcst.targetdiff PipeOpTargetTrafoDifference

Difference the Target Variable

mlr_pipeops_fcst.tsfeats PipeOpFcstTsfeats

Time Series Feature Extraction

Selectors

selector_fcst_lags()

Select Forecast Lag Features

selector_fcst_rolling()

Select Forecast Rolling Features

Helper

as_learner_fcst()

Convert to a Forecast Learner

as_task_fcst() as_tasks_fcst()

Convert to a Forecast Task

autoplot(<TaskFcst>)

Plot for Forecast Tasks

forecast(<Learner>)

Forecast from a Trained Learner

generate_newdata()

Generate new data for a forecast task

partition(<TaskFcst>)

Manually Partition into Training, Test and Validation Set

read_tsf()

Read tsf files

download_zenodo_record()

Download tsf file from Zenodo