Other packages > Find by keyword >

setartree  

SETAR-Tree - A Novel and Accurate Tree Algorithm for Global Time Series Forecasting
View on CRAN: Click here


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

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

Install by package version:
library("remotes")
install_version("setartree", "0.2.1")



Attach the package and use:
library("setartree")
Maintained by
Rakshitha Godahewa
[Scholar Profile | Author Map]
All associated links for this package
First Published: 2023-02-22
Latest Update: 2023-08-24
Description:
The implementation of a forecasting-specific tree-based model that is in particular suitable for global time series forecasting, as proposed in Godahewa et al. (2022) . The model uses the concept of Self Exciting Threshold Autoregressive (SETAR) models to define the node splits and thus, the model is named SETAR-Tree. The SETAR-Tree uses some time-series-specific splitting and stopping procedures. It trains global pooled regression models in the leaves allowing the models to learn cross-series information. The depth of the tree is controlled by conducting a statistical linearity test as well as measuring the error reduction percentage at each node split. Thus, the SETAR-Tree requires minimal external hyperparameter tuning and provides competitive results under its default configuration. A forest is developed by extending the SETAR-Tree. The SETAR-Forest combines the forecasts provided by a collection of diverse SETAR-Trees during the forecasting process.
How to cite:
Rakshitha Godahewa (2023). setartree: SETAR-Tree - A Novel and Accurate Tree Algorithm for Global Time Series Forecasting. R package version 0.2.1, https://cran.r-project.org/web/packages/setartree. Accessed 25 Jun. 2026.
Previous versions and publish date:
0.1.0 (2023-02-22 16:10), 0.2.0 (2023-08-21 06:40)
Other packages that cited setartree R package
View setartree citation profile
Other R packages that setartree depends, imports, suggests or enhances
Complete documentation for setartree
Functions, R codes and Examples using the setartree R package
Some associated functions: chaotic_logistic_series . forecast.setarforest . forecast.setartree . reexports . setarforest . setartree-package . setartree . web_traffic_test . web_traffic_train . 
Some associated R codes: docData.R . find.split.R . forest.R . setartree-package.R . tree.R . utils.R .  Full setartree package functions and examples
Downloads during the last 30 days

Today's Hot Picks in Authors and Packages

edeaR  
Exploratory and Descriptive Event-Based Data Analysis
Exploratory and descriptive analysis of event based data. Provides methods for describing and select ...
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  
sitmo  
Parallel Pseudo Random Number Generator (PPRNG) 'sitmo' Header Files
Provided within are two high quality and fast PPRNGs that may be used in an 'OpenMP' parallel enviro ...
Download / Learn more Package Citations See dependency  
airGRiwrm  
'airGR' Integrated Water Resource Management
Semi-distributed Precipitation-Runoff Modelling based on 'airGR' package models integrating human i ...
Download / Learn more Package Citations See dependency  
foster  
Forest Structure Extrapolation with R
Set of tools to streamline the modeling of the relationship betweensatellite imagery time series or ...
Download / Learn more Package Citations See dependency  

27,535

R Packages

236,180

Dependencies

73,223

Author Associations

27,536

Publication Badges

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