Convenient functions for ensemble forecasts in R combining approaches from the 'forecast' package. Forecasts generated from auto.arima(), ets(), thetaf(), nnetar(), stlm(), tbats(), and snaive() can be combined with equal weights, weights based on in-sample errors (introduced by Bates & Granger (1969) <doi:10.1057/jors.1969.103>), or cross-validated weights. Cross validation for time series data with user-supplied models and forecasting functions is also supported to evaluate model accuracy.
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curl https://depscope.dev/api/check/conda/r-forecasthybridFirst published · 2022-10-27 22:31:47.127000+00:00
Last updated · 2026-01-15 16:52:02.485000+00:00