Package: forecastHybrid Title: Convenient Functions for Ensemble Time Series Forecasts Version: 5.1.21 Date: 2026-01-14 Authors@R: c( person("David", "Shaub", email = "davidshaub@alumni.harvard.edu", role = c("aut", "cre")), person("Peter", "Ellis", email = "peter.ellis2013nz@gmail.com", role = c("aut")) ) Description: 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) ), or cross-validated weights. Cross validation for time series data with user-supplied models and forecasting functions is also supported to evaluate model accuracy. Depends: R (>= 4.0.4), forecast (>= 8.16), thief Imports: doParallel (>= 1.0.16), foreach (>= 1.5.1), ggplot2 (>= 3.3.6), purrr (>= 0.3.5), zoo (>= 1.8) Suggests: GMDH, knitr, rmarkdown, roxygen2, testthat VignetteBuilder: knitr License: GPL-3 URL: https://gitlab.com/dashaub/forecastHybrid, https://github.com/ellisp/forecastHybrid BugReports: https://github.com/ellisp/forecastHybrid/issues RoxygenNote: 7.3.3 ByteCompile: true NeedsCompilation: no Encoding: UTF-8 Repository: https://ellisp.r-universe.dev Date/Publication: 2026-04-05 17:10:34 UTC RemoteUrl: https://github.com/ellisp/forecasthybrid RemoteRef: HEAD RemoteSha: 471266726a31f5173e60ac92a54f18b430ffe45c RemoteSubdir: pkg Packaged: 2026-07-05 10:08:08 UTC; root Author: David Shaub [aut, cre], Peter Ellis [aut] Maintainer: David Shaub