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tsdataleaks  

Exploit Data Leakages in Time Series Forecasting Competitions
View on CRAN: Click here


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

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

Install by package version:
library("remotes")
install_version("tsdataleaks", "2.1.1")



Attach the package and use:
library("tsdataleaks")
Maintained by
Thiyanga S. Talagala
[Scholar Profile | Author Map]
All associated links for this package
First Published: 2024-02-06
Latest Update: 2024-02-06
Description:
Forecasting competitions are of increasing importance as a mean to learn best practices and gain knowledge. Data leakage is one of the most common issues that can often be found in competitions. Data leaks can happen when the training data contains information about the test data. For example: randomly chosen blocks of time series are concatenated to form a new time series, scale-shifts, repeating patterns in time series,white noise is added in the original time series to form a new time series, etc.'tsdataleaks' package can be used to detect data leakages in a collection oftime series.
How to cite:
Thiyanga S. Talagala (2024). tsdataleaks: Exploit Data Leakages in Time Series Forecasting Competitions. R package version 2.1.1, https://cran.r-project.org/web/packages/tsdataleaks. Accessed 07 Nov. 2024.
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