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TSPred
View on CRAN: Click
here
Download and install TSPred package within the R console
Install from CRAN:
install.packages("TSPred")
Install from Github:
library("remotes")
install_github("cran/TSPred") Install by package version:
library("remotes")
install_version("TSPred", "5.1.1") Attach the package and use:
library("TSPred")
Maintained by
Rebecca Pontes Salles
[Scholar Profile | Author Map]
[Scholar Profile | Author Map]
All associated links for this package
First Published: 2015-03-30
Latest Update: 2025-06-10
Description:
Functions for defining and conducting a time series prediction process including pre(post)processing, decomposition, modelling, prediction and accuracy assessment. The generated models and its yielded prediction errors can be used for benchmarking other time series prediction methods and for creating a demand for the refinement of such methods. For this purpose, benchmark data from prediction competitions may be used.
How to cite:
Rebecca Pontes Salles (2015). TSPred: Functions for Benchmarking Time Series Prediction. R package version 5.1.1, https://cran.r-project.org/web/packages/TSPred. Accessed 28 Oct. 2026.
Previous versions and publish date:
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Other R packages that TSPred depends,
imports, suggests or enhances
Complete documentation for TSPred
Functions, R codes and Examples using
the TSPred R package
Some associated functions: BCT . CATS.cont . CATS . DIF-deprecated . Diff . EUNITE.Loads.cont . EUNITE.Loads . EUNITE.Reg.cont . EUNITE.Reg . EUNITE.Temp.cont . EUNITE.Temp . LogT . MAPE . MAXError . MSE . NMSE . NN3.A.cont . NN3.A . NN5.A.cont . NN5.A . SantaFe.A.cont . SantaFe.A . SantaFe.D.cont . SantaFe.D . TSPred-deprecated . TSPred-package . WaveletT . an . arimainterp . arimapar-deprecated . arimaparameters . arimapred . benchmark . data.frame.na . detrend . emd . evaluate . evaluate.tspred . evaluating . fittestArima . fittestArimaKF . fittestEMD . fittestLM . fittestMAS . fittestPolyR . fittestPolyRKF . fittestWavelet . ipeadata_d . ipeadata_m . marimapar . marimapred . mas . minmax . mlm_io . modeling . outliers_bp . pct . plotarimapred . postprocess.tspred . predict . predict.tspred . prediction_models . preprocess . preprocess.tspred . processing . quality_metrics . reexports . sMAPE . slidingWindows-deprecated . subset . sw . train . train.tspred . train_test_subset . transformation_methods . tspred . workflow .
Some associated R codes: MAPE.R . MAXError.R . TSPred-deprecated.R . TSPred-package.R . arimainterp.R . arimapar.R . arimaparameters.R . arimapred.R . data.frame.na.R . marimapar.R . marimapred.R . plotarimapred.R . sMAPE.R . Full TSPred package functions and examples
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