Package: forecastHybrid 5.1.21

David Shaub

forecastHybrid: Convenient Functions for Ensemble Time Series Forecasts

Convenient functions for ensemble forecasts in R combining approaches from the 'forecast' package. Forecasts generated from auto.arima(), ets(), thetaf(), nnetar(), stlm(), tbats(), snaive() and arfima() 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.

Authors:David Shaub [aut, cre], Peter Ellis [aut]

forecastHybrid_5.1.21.tar.gz
forecastHybrid_5.1.21.zip(r-4.7)forecastHybrid_5.1.21.zip(r-4.6)forecastHybrid_5.1.21.zip(r-4.5)
forecastHybrid_5.1.21.tgz(r-4.6-any)forecastHybrid_5.1.21.tgz(r-4.5-any)
forecastHybrid_5.1.21.tar.gz(r-4.7-any)forecastHybrid_5.1.21.tar.gz(r-4.6-any)
forecastHybrid_5.1.21.tgz(r-4.6-emscripten)
manual.pdf |manual.html✨
DESCRIPTION |NEWS
card.svg |card.png
forecastHybrid/json (API)

# Install 'forecastHybrid' in R:

install.packages('forecastHybrid', repos = c('https://ellisp.r-universe.dev', 'https://cloud.r-project.org'))

Bug tracker:https://github.com/ellisp/forecasthybrid/issues

On CRAN:

9.63 score 81 stars 1 packages 161 scripts 2.0k downloads 3 mentions 9 exports 41 dependencies

Last updated from:471266726a. Checks:9 OK. Indexed: yes.

Target	Result	Time
linux-devel-x86_64	OK	173
source / vignettes	OK	252
linux-release-x86_64	OK	201
macos-release-arm64	OK	139
macos-oldrel-arm64	OK	150
windows-devel	OK	154
windows-release	OK	151
windows-oldrel	OK	144
wasm-release	OK	145

Exports:cvts extractForecasts hybridModel is.hybridModel thetam thiefModel tsCombine tsPartition tsSubsetWithIndices

Dependencies:cli codetools colorspace cpp11 doParallel farver foreach forecast fracdiff generics ggplot2 glue gtable hts isoband iterators labeling lattice lifecycle lmtest magrittr Matrix nlme nnet purrr R6 RColorBrewer Rcpp RcppArmadillo RcppEigen rlang S7 scales SparseM thief timeDate urca vctrs viridisLite withr zoo

Using the "forecastHybrid" package

Rendered fromforecastHybrid.Rmdusingknitr::rmarkdown

Last update: 2025-07-03
Started: 2016-05-20

Help page	Topics
Accuracy measures for cross-validated time series	accuracy.cvts
Accuracy measures for hybridModel objects	accuracy.hybridModel
Validate that CV window parameters are valid	checkCVArguments
Helper function to test all the model arguments (e.g. a.args, e.args, etc)	checkModelArgs
Helper function to check the that the parallel arguments are valid	checkParallelArguments
Cross validation for time series	cvts
Extract cross validated rolling forecasts	extractForecasts
Extract Model Fitted Values	fitted.hybridModel
Hybrid forecast	forecast.hybridModel
Forecast using a Theta model	forecast.thetam
Return a forecast model function for a given model character	getModel
Translate character to model name	getModelName
Hybrid time series modeling	hybridModel
Test if the object is a hybridModel object	is.hybridModel
Plot a hybridModel object	plot.hybridModel
Plot components from Theta model	plot.thetam
Plot the fitted values of a hybridModel object	plotFitted
Plot the component models of a hybridModel object	plotModelObjects
Helper function to validate and clean the input time series	prepareTimeseries
Print information about the hybridModel object	print.hybridModel
Helper function to remove models that require more data	removeModels
Extract Model Residuals	residuals.hybridModel
Print a summary of the hybridModel object	summary.hybridModel
Theta method 'model'	thetam
Forecast ensemble using THieF	thiefModel
Combine multiple sequential time series	tsCombine
Generate training and test indices for time series cross validation	tsPartition
Subset time series with provided indices	tsSubsetWithIndices
Helper function used to unpack the fitted model objects from a list	unwrapParallelModels

Package: forecastHybrid 5.1.21

forecastHybrid: Convenient Functions for Ensemble Time Series Forecasts

Citation

Development and contributors

Readme and manuals

Help Manual

Usage by other packages (reverse dependencies)