Other packages > Find by keyword >

mrf  

Multiresolution Forecasting
View on CRAN: Click here


Download and install mrf package within the R console
Install from CRAN:
install.packages("mrf")

Install from Github:
library("remotes")
install_github("cran/mrf")

Install by package version:
library("remotes")
install_version("mrf", "0.1.6")



Attach the package and use:
library("mrf")
Maintained by
Quirin Stier
[Scholar Profile | Author Map]
All associated links for this package
First Published: 2021-09-22
Latest Update: 2022-02-23
Description:
Forecasting of univariate time series using feature extraction with variable prediction methods is provided. Feature extraction is done with a redundant Haar wavelet transform with filter h = (0.5, 0.5). The advantage of the approach compared to typical Fourier based methods is an dynamic adaptation to varying seasonalities. Currently implemented prediction methods based on the selected wavelets levels and scales are a regression and a multi-layer perceptron. Forecasts can be computed for horizon 1 or higher. Model selection is performed with an evolutionary optimization. Selection criteria are currently the AIC criterion, the Mean Absolute Error or the Mean Root Error. The data is split into three parts for model selection: Training, test, and evaluation dataset. The training data is for computing the weights of a parameter set. The test data is for choosing the best parameter set. The evaluation data is for assessing the forecast performance of the best parameter set on new data unknown to the model. This work is published in Stier, Q.; Gehlert, T.; Thrun, M.C. Multiresolution Forecasting for Industrial Applications. Processes 2021, 9, 1697. .
How to cite:
Quirin Stier (2021). mrf: Multiresolution Forecasting. R package version 0.1.6, https://cran.r-project.org/web/packages/mrf. Accessed 22 Dec. 2024.
Previous versions and publish date:
0.1.5 (2021-09-22 10:40)
Other packages that cited mrf R package
View mrf citation profile
Other R packages that mrf depends, imports, suggests or enhances
Complete documentation for mrf
Downloads during the last 30 days
Get rewarded with contribution points by helping add
Reviews / comments / questions /suggestions ↴↴↴

Today's Hot Picks in Authors and Packages

Rfast2  
A Collection of Efficient and Extremely Fast R Functions II
A collection of fast statistical and utility functions for data analysis. Functions for regression, ...
Download / Learn more Package Citations See dependency  
wordspace  
Distributional Semantic Models in R
An interactive laboratory for research on distributional semantic models ('DSM', see < ...
Download / Learn more Package Citations See dependency  
LOGANTree  
Tree-Based Models for the Analysis of Log Files from Computer-Based Assessments
Enables researchers to model log-file data from computer-based assessments using machine-learning te ...
Download / Learn more Package Citations See dependency  
Maintainer: Qi Qin (view profile)
elect  
Estimation of Life Expectancies Using Multi-State Models
Functions to compute state-specific and marginal life expectancies. The computation is based on a fi ...
Download / Learn more Package Citations See dependency  
quickcode  
Quick and Essential 'R' Tricks for Better Scripts
The NOT functions, 'R' tricks and a compilation of some simple quick plus often used 'R' codes to im ...
Download / Learn more Package Citations See dependency  
composits  
Compositional, Multivariate and Univariate Time Series Outlier Ensemble
A compositional multivariate and univariate time series outlier ensemble.It uses the four R packages ...
Download / Learn more Package Citations See dependency  

23,394

R Packages

201,798

Dependencies

63,416

Author Associations

23,395

Publication Badges

© Copyright 2022 - present. All right reserved, rpkg.net.  Based in Cambridge, Massachusetts, USA