Proposes application of spectral analysis and jack-knife resampling for multivariate sequence forecasting. The application allows for a fast random search in a compact space of hyper-parameters composed by Sequence Length and Jack-Knife Leave-N-Out.
| Version: | 1.4.0 |
| Depends: | R (≥ 3.6) |
| Imports: | purrr (≥ 0.3.4), ggplot2 (≥ 3.3.5), readr (≥ 2.1.2), lubridate (≥ 1.7.10), imputeTS (≥ 3.2), fANCOVA (≥ 0.6-1), scales (≥ 1.1.1), tictoc (≥ 1.0.1), modeest (≥ 2.4.0), moments (≥ 0.14), greybox (≥ 1.0.1), philentropy (≥ 0.5.0), entropy (≥ 1.3.1), fastDummies (≥ 1.6.3) |
| Published: | 2022-08-13 |
| Author: | Giancarlo Vercellino |
| Maintainer: | Giancarlo Vercellino <giancarlo.vercellino at gmail.com> |
| License: | GPL-3 |
| URL: | https://rpubs.com/giancarlo_vercellino/spooky |
| NeedsCompilation: | no |
| Materials: | NEWS |
| CRAN checks: | spooky results |
| Reference manual: | spooky.pdf |
| Package source: | spooky_1.4.0.tar.gz |
| Windows binaries: | r-devel: spooky_1.4.0.zip, r-release: spooky_1.4.0.zip, r-oldrel: spooky_1.4.0.zip |
| macOS binaries: | r-release (arm64): spooky_1.4.0.tgz, r-oldrel (arm64): spooky_1.4.0.tgz, r-release (x86_64): spooky_1.4.0.tgz, r-oldrel (x86_64): spooky_1.4.0.tgz |
| Old sources: | spooky archive |
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