autoTS: Automatic Model Selection and Prediction for Univariate Time Series

Offers a set of functions to easily make predictions for univariate time series. 'autoTS' is a wrapper of existing functions of the 'forecast' and 'prophet' packages, harmonising their outputs in tidy dataframes and using default values for each. The core function getBestModel() allows the user to effortlessly benchmark seven algorithms along with a bagged estimator to identify which one performs the best for a given time series.

Version: 0.9.11
Imports: rlang, prophet, dplyr, magrittr, lubridate, tidyr, forecast, ggplot2, RcppRoll, shiny, shinycssloaders, plotly
Suggests: knitr, rmarkdown, stringr
Published: 2020-06-05
Author: Vivien Roussez
Maintainer: Vivien Roussez <vivien.roussez at gmail.com>
BugReports: https://github.com/vivienroussez/autots/issues
License: GPL-3
URL: https://github.com/vivienroussez/autoTS
NeedsCompilation: no
CRAN checks: autoTS results

Downloads:

Reference manual: autoTS.pdf
Vignettes: Introduction to autoTS
Package source: autoTS_0.9.11.tar.gz
Windows binaries: r-devel: autoTS_0.9.11.zip, r-release: autoTS_0.9.11.zip, r-oldrel: autoTS_0.9.11.zip
macOS binaries: r-release (arm64): autoTS_0.9.11.tgz, r-release (x86_64): autoTS_0.9.11.tgz, r-oldrel: autoTS_0.9.11.tgz
Old sources: autoTS archive

Linking:

Please use the canonical form https://CRAN.R-project.org/package=autoTS to link to this page.