predtoolsTS: R package for streamlining time series forecasting

Journal Article 2019

Authors: Francisco Charte Ojeda, Alberto Vico, María Dolores Pérez Godoy, Antonio Jesús Rivera Rivas

Progress in Artificial IntelligenceVolume 8Pages 505-510

Cite this publication

Charte Ojeda, F., Vico, A., Pérez Godoy, M. D., & Rivera Rivas, A. J. (2019). predtoolsTS: R package for streamlining time series forecasting. Progress in Artificial Intelligence, 8, 505-510. https://doi.org/10.1007/s13748-019-00193-z (Original work published 2019)
BibTeX

Abstract

Time series forecasting is a field of interest in many areas. Classically, statistical methods have been used to address this problem. In recent years, machine learning (ML) algorithms have been also applied with satisfactory results. However, ML software packages are not skilled to deal with raw sequences of temporal data, and therefore, it is necessary to transform these time series. This paper presents predtoolsTS, an R package that provides a uniform interface for applying both statistical and ML methods to time series forecasting. predtoolsTS comprises four modules: preprocessing, modeling, prediction and postprocessing, in order to deal with the whole process of time series forecasting.

Keywords

Funding

  • TIN2015-68854-R

Details

Date Published
06/2019