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organik  

Multi-Horizon Probabilistic Ensemble with Copulas for Time Series Forecasting
View on CRAN: Click here


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

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

Install by package version:
library("remotes")
install_version("organik", "1.0.1")



Attach the package and use:
library("organik")
Maintained by
Giancarlo Vercellino
[Scholar Profile | Author Map]
All associated links for this package
First Published: 2025-11-25
Latest Update: 2025-11-26
Description:
Trains per-horizon probabilistic ensembles from a univariate time series. It supports 'rpart', 'glmnet', and 'kNN' engines with flexible residual distributions and heteroscedastic scale models, weighting variants by calibration-aware scores. A Gaussian/t copula couples the marginals to simulate joint forecast paths, returning quantiles, means, and step increments across horizons.
How to cite:
Giancarlo Vercellino (2025). organik: Multi-Horizon Probabilistic Ensemble with Copulas for Time Series Forecasting. R package version 1.0.1, https://cran.r-project.org/web/packages/organik. Accessed 25 Oct. 2026.
Previous versions and publish date:
(2026-07-09 06:37), 1.0.0 (2025-11-25 21:50)
Other packages that cited organik R package
View organik citation profile
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Complete documentation for organik
Functions, R codes and Examples using the organik R package
Full organik package functions and examples
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