spooky: Time Feature Extrapolation Using Spectral Analysis and
Jack-Knife Resampling
Proposes application of spectral analysis and jack-knife resampling for multivariate sequence forecasting. The application allows for a fast random search in a compact space of hyper-parameters composed by Sequence Length and Jack-Knife Leave-N-Out.
Version: |
1.1.0 |
Depends: |
R (≥ 3.6) |
Imports: |
purrr (≥ 0.3.4), ggplot2 (≥ 3.3.5), readr (≥ 2.1.2), lubridate (≥ 1.7.10), imputeTS (≥ 3.2), fANCOVA (≥ 0.6-1), scales (≥ 1.1.1), tictoc (≥ 1.0.1), modeest (≥ 2.4.0), moments (≥ 0.14), greybox (≥ 1.0.1) |
Published: |
2022-04-13 |
Author: |
Giancarlo Vercellino |
Maintainer: |
Giancarlo Vercellino <giancarlo.vercellino at gmail.com> |
License: |
GPL-3 |
URL: |
https://rpubs.com/giancarlo_vercellino/spooky |
NeedsCompilation: |
no |
Materials: |
NEWS |
CRAN checks: |
spooky results |
Documentation:
Downloads:
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