mlr3forecast: Extending 'mlr3' to Time Series Forecasting

Extends the 'mlr3' package and ecosystem to time series forecasting. Provides forecasting tasks, learners, resampling strategies, performance measures, and 'mlr3pipelines' operators for time-series feature engineering. Machine learning regression learners can be turned into forecasters through recursive and direct multi-step strategies.

See also

Useful links:

• https://mlr3forecast.mlr-org.com

• https://github.com/mlr-org/mlr3forecast

• Report bugs at https://github.com/mlr-org/mlr3forecast/issues

Author

Maintainer: Maximilian Mücke muecke.maximilian@gmail.com (ORCID)

Authors:

• Maximilian Mücke muecke.maximilian@gmail.com (ORCID)

• Marc Becker marcbecker@posteo.de (ORCID)

• Bernd Bischl bernd.bischl@gmail.com (ORCID)