Package index • mlr3forecast

Package

mlr3forecast mlr3forecast-package: mlr3forecast: Extending 'mlr3' to Time Series Forecasting

Learners

LearnerFcst: Forecast Learner

ForecastLearner: Forecast Learner

ForecastLearnerManual: Forecast Learner

mlr_learners_fcst.adam LearnerFcstAdam: Augmented Dynamic Adaptive Model 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 Augmented Dynamic Adaptive Model Forecast Learner

mlr_learners_fcst.auto_arima LearnerFcstAutoArima: Auto ARIMA Forecast Learner

mlr_learners_fcst.auto_ces LearnerFcstAutoCes: Auto Complex Exponential Smoothing Forecast Learner

mlr_learners_fcst.bats LearnerFcstBats: BATS Forecast Learner

mlr_learners_fcst.ces LearnerFcstCes: Complex Exponential Smoothing Forecast Learner

mlr_learners_fcst.ets LearnerFcstEts: ETS Forecast Learner

mlr_learners_fcst.nnetar LearnerFcstNnetar: Neural Network Forecast Learner

mlr_learners_fcst.tbats LearnerFcstTbats: TBATS 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.mda MeasureMDA: Mean Directional Accuracy

mlr_measures_fcst.mdpv MeasureMDPV: Mean Directional Percentage Value

mlr_measures_fcst.mdv MeasureMDV: Mean Directional Value

Resampling Strategies

mlr_resamplings_fcst.cv ResamplingFcstCV: Forecast Cross-Validation Resampling

mlr_resamplings_fcst.holdout ResamplingFcstHoldout: Forecast Holdout Resampling

Pipeline Operators

mlr_pipeops_fcst.lags PipeOpFcstLags: Creat Lags of Target Variable

Helper

as_task_fcst(): Convert to a Forecast Task

autoplot(<TaskFcst>): Plot for Forecast Tasks

generate_newdata(): Generate new data for a forecast task

read_tsf(): Read tsf files

download_zenodo_record(): Download tsf file from Zenodo