Time Series Prediction Tools
Automatic ARIMA model
Train the data
Building predictive models
Control the splitting to train the data
Ts to data frame transformation
Generic function
Generic function
Undo deseason(differencing)
Undo detrend(differencing)
Undo detrend(substracting full-means method)
Undo Box-Cox transformation
Undo logarithmic transformation
Post-processing of pre-processed data
Predicts for ARIMA
Compare different predictions
Predicts for data mining methods
Predictions
Autocorrelation function
Augmented Dickey-Fuller test
Deseason with differencing method
Detrend with differencing method
Detrend with "substracting full-season means" method
Box-Cox transformation
Logarithmic transformation
Automatic pre-preprocessing
Generic function
Generic function
Generic function
Generic function
Generic function
Generic function
Makes the time series prediction easier by automatizing this process using four main functions: prep(), modl(), pred() and postp(). Features different preprocessing methods to homogenize variance and to remove trend and seasonality. Also has the potential to bring together different predictive models to make comparatives. Features ARIMA and Data Mining Regression models (using caret).