Machine Learning Time Series Forecasting

Documentation for package ‘iForecast’ version 1.1.1

Accuracy	Accuracy measures for a forecast model
bc	Economic and Financial Data Sets
ES_15m	Economic and Financial Data Sets
ES_Daily	Economic and Financial Data Sets
iForecast	Extract predictions and class probabilities from train objects
iForecast.var	Produce multistep forecasts from machine learning VAR
macrodata	Economic and Financial Data Sets
rollingWindows	Rolling timeframe for time series anaysis
tts.autoML	Train time series by automatic machine learning of 'h2o' provided by H2O.ai
tts.caret	Train time series by 'caret' and produce two types of time series forecasts: static and dynamic
tts.var	Estimate Vector AutoregRessive model by 'tts.caret'
ttsAutoML	Defunct functions in package 'iForecast'
ttsCaret	Defunct functions in package 'iForecast'
ttsLSTM	Defunct functions in package 'iForecast'