TSPred: A framework for nonstationary time series prediction
Abstract
The nonstationary time series prediction is challenging since it demands knowledge of both data transformation and prediction methods. This paper presents TSPred, a framework for nonstationary time series prediction. It differs from the mainstream frameworks since it establishes a prediction process that seamlessly integrates nonstationary time series transformations with state-of-the-art statistical and machine learning methods. It is made available as an R-package, which provides functions for defining and conducting time series prediction, including data pre(post)processing, decomposition, modeling, prediction, and accuracy assessment. Besides, TSPred enables user-defined methods, which significantly expands the applicability of the framework.
Domains
Databases [cs.DB]Origin | Files produced by the author(s) |
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