Package index

Package

mlr3forecast mlr3forecast-package

mlr3forecast: Extending 'mlr3' to Time Series Forecasting

Learners

LearnerFcst

Forecast Learner

ForecastLearner

Encapsulate a Learner as a Forecast Learner

ForecastLearnerManual

Forecast Learner Manual

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.bats LearnerFcstBats

BATS Forecast Learner

mlr_learners_fcst.ces LearnerFcstCes

CES Forecast Learner

mlr_learners_fcst.croston LearnerFcstCroston

Croston Forecast Learner

mlr_learners_fcst.ets LearnerFcstEts

ETS Forecast Learner

mlr_learners_fcst.nnetar LearnerFcstNnetar

Neural Network Forecast Learner

mlr_learners_fcst.random_walk LearnerFcstRandomWalk

Random Walk Forecast Learner

mlr_learners_fcst.spline LearnerFcstSpline

Spline Forecast Learner

mlr_learners_fcst.tbats LearnerFcstTbats

TBATS Forecast Learner

mlr_learners_fcst.theta LearnerFcstTheta

Theta 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.rmsse MeasureRMSSE

Root Mean Squared Scaled 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.lags PipeOpFcstLags

Create Lags of Target Variable

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

generate_newdata()

Generate new data for a forecast task

read_tsf()

Read tsf files

download_zenodo_record()

Download tsf file from Zenodo