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 29 Jan. 2025.
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

munfold  
Metric Unfolding
Multidimensional unfolding using Schoenemann's algorithm for metric and Procrustes rotation of unfo ...
Download / Learn more Package Citations See dependency  
InSilicoVA  
Probabilistic Verbal Autopsy Coding with 'InSilicoVA' Algorithm
Computes individual causes of death and population cause-specific mortality fractions using the 'InS ...
Download / Learn more Package Citations See dependency  
r2resize  
In-Text Resize for Images, Tables and Fancy Resize Containers in 'shiny', 'rmarkdown' and 'quarto' Documents
Automatic resizing toolbar for containers, images and tables. Various resizable or expandable contai ...
Download / Learn more Package Citations See dependency  
rstac  
Client Library for SpatioTemporal Asset Catalog
Provides functions to access, search and download spacetime earth observation data via SpatioTempor ...
Download / Learn more Package Citations See dependency  
lassoshooting  
L1 Regularized Regression (Lasso) Solver using the Cyclic Coordinate Descent Algorithm aka Lasso Shooting
L1 regularized regression (Lasso) solver using the Cyclic Coordinate Descent algorithm aka Lasso Sh ...
Download / Learn more Package Citations See dependency  

23,580

R Packages

204,057

Dependencies

63,980

Author Associations

23,581

Publication Badges

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