R: Extending 'mlr3' to Time Series Forecasting

# Extending 'mlr3' to Time Series Forecasting

## Documentation for package ‘mlr3forecast’ version 0.1.0

- DESCRIPTION file
- Package NEWS
- Package README

## Help Pages

A D F G L M P R S T

mlr3forecast-package | mlr3forecast: Extending 'mlr3' to Time Series Forecasting

## -- A --

as_tasks_fcst | Convert to a Forecast Task
as_tasks_fcst.default | Convert to a Forecast Task
as_tasks_fcst.list | Convert to a Forecast Task
as_task_fcst | Convert to a Forecast Task
as_task_fcst.data.frame | Convert to a Forecast Task
as_task_fcst.DataBackend | Convert to a Forecast Task
as_task_fcst.TaskFcst | Convert to a Forecast Task
as_task_fcst.tbl_ts | Convert to a Forecast Task
as_task_fcst.timeSeries | Convert to a Forecast Task
as_task_fcst.ts | Convert to a Forecast Task
as_task_fcst.tsf | Convert to a Forecast Task
as_task_fcst.zoo | Convert to a Forecast Task
autoplot.PredictionFcst | Plot for Forecast Predictions
autoplot.TaskFcst | Plot for Forecast Tasks

## -- D --

DirectForecaster | Direct Multi-Step Forecast Learner
direct_forecaster | Create a Direct Forecast Learner
download_zenodo_record | Download tsf file from Zenodo

## -- F --

forecast.Learner | Forecast from a Trained Learner

## -- G --

generate_newdata | Generate new data for a forecast task

## -- L --

LearnerFcst | Forecast Learner
LearnerFcstAdam | ADAM Forecast Learner
LearnerFcstArfima | ARFIMA Forecast Learner
LearnerFcstArima | ARIMA Forecast Learner
LearnerFcstAutoAdam | Auto ADAM Forecast Learner
LearnerFcstAutoArima | Auto ARIMA Forecast Learner
LearnerFcstAutoCes | Auto CES Forecast Learner
LearnerFcstAutoGum | Auto GUM Forecast Learner
LearnerFcstAutoMsarima | Auto Multiple-Seasonal ARIMA Forecast Learner
LearnerFcstAutoSsarima | Auto State-Space ARIMA Forecast Learner
LearnerFcstBaggedModel | Bagged Model Forecast Learner
LearnerFcstBats | BATS Forecast Learner
LearnerFcstCes | CES Forecast Learner
LearnerFcstCroston | Croston Forecast Learner
LearnerFcstElm | Extreme Learning Machine Forecast Learner
LearnerFcstEs | Exponential Smoothing Forecast Learner
LearnerFcstEts | ETS Forecast Learner
LearnerFcstGum | GUM Forecast Learner
LearnerFcstHoltWinters | Holt-Winters Forecast Learner
LearnerFcstMean | Mean Forecast Learner
LearnerFcstMlp | Multilayer Perceptron Forecast Learner
LearnerFcstMsarima | Multiple-Seasonal ARIMA Forecast Learner
LearnerFcstNnetar | Neural Network Forecast Learner
LearnerFcstProphet | Prophet Forecast Learner
LearnerFcstRandomWalk | Random Walk Forecast Learner
LearnerFcstRlgt | Local and Global Trend Forecast Learner
LearnerFcstSma | Simple Moving Average Forecast Learner
LearnerFcstSpline | Spline Forecast Learner
LearnerFcstSsarima | State-Space ARIMA Forecast Learner
LearnerFcstStlm | STL + ETS/ARIMA Forecast Learner
LearnerFcstStructTS | Structural Time Series Forecast Learner
LearnerFcstTbats | TBATS Forecast Learner
LearnerFcstTheta | Theta Forecast Learner
LearnerFcstTscount | Count Time Series Forecast Learner
LearnerFcstTslm | Time Series Linear Model Forecast Learner

## -- M --

MeasureACF1 | Autocorrelation at Lag 1
MeasureCoverage | Empirical Coverage
MeasureMASE | Mean Absolute Scaled Error
MeasureMDA | Mean Directional Accuracy
MeasureMDPV | Mean Directional Percentage Value
MeasureMDV | Mean Directional Value
MeasureMPE | Mean Percentage Error
MeasureMSIS | Mean Scaled Interval Score
MeasurePinball | Pinball Loss
MeasureRMSSE | Root Mean Squared Scaled Error
MeasureWAPE | Weighted Absolute Percentage Error
MeasureWinkler | Winkler Score
mlr3forecast | mlr3forecast: Extending 'mlr3' to Time Series Forecasting
mlr_graphs_fcst.local | Create a Graph to Fit Local Per-Series Forecast Models
mlr_learners_fcst.adam | ADAM Forecast Learner
mlr_learners_fcst.arfima | ARFIMA Forecast Learner
mlr_learners_fcst.arima | ARIMA Forecast Learner
mlr_learners_fcst.auto_adam | Auto ADAM Forecast Learner
mlr_learners_fcst.auto_arima | Auto ARIMA Forecast Learner
mlr_learners_fcst.auto_ces | Auto CES Forecast Learner
mlr_learners_fcst.auto_gum | Auto GUM Forecast Learner
mlr_learners_fcst.auto_msarima | Auto Multiple-Seasonal ARIMA Forecast Learner
mlr_learners_fcst.auto_ssarima | Auto State-Space ARIMA Forecast Learner
mlr_learners_fcst.bagged | Bagged Model Forecast Learner
mlr_learners_fcst.bats | BATS Forecast Learner
mlr_learners_fcst.ces | CES Forecast Learner
mlr_learners_fcst.croston | Croston Forecast Learner
mlr_learners_fcst.elm | Extreme Learning Machine Forecast Learner
mlr_learners_fcst.es | Exponential Smoothing Forecast Learner
mlr_learners_fcst.ets | ETS Forecast Learner
mlr_learners_fcst.gum | GUM Forecast Learner
mlr_learners_fcst.holt_winters | Holt-Winters Forecast Learner
mlr_learners_fcst.mean | Mean Forecast Learner
mlr_learners_fcst.mlp | Multilayer Perceptron Forecast Learner
mlr_learners_fcst.msarima | Multiple-Seasonal ARIMA Forecast Learner
mlr_learners_fcst.nnetar | Neural Network Forecast Learner
mlr_learners_fcst.prophet | Prophet Forecast Learner
mlr_learners_fcst.random_walk | Random Walk Forecast Learner
mlr_learners_fcst.rlgt | Local and Global Trend Forecast Learner
mlr_learners_fcst.sma | Simple Moving Average Forecast Learner
mlr_learners_fcst.spline | Spline Forecast Learner
mlr_learners_fcst.ssarima | State-Space ARIMA Forecast Learner
mlr_learners_fcst.stlm | STL + ETS/ARIMA Forecast Learner
mlr_learners_fcst.struct_ts | Structural Time Series Forecast Learner
mlr_learners_fcst.tbats | TBATS Forecast Learner
mlr_learners_fcst.theta | Theta Forecast Learner
mlr_learners_fcst.tscount | Count Time Series Forecast Learner
mlr_learners_fcst.tslm | Time Series Linear Model Forecast Learner
mlr_measures_fcst.acf1 | Autocorrelation at Lag 1
mlr_measures_fcst.coverage | Empirical Coverage
mlr_measures_fcst.mase | Mean Absolute Scaled Error
mlr_measures_fcst.mda | Mean Directional Accuracy
mlr_measures_fcst.mdpv | Mean Directional Percentage Value
mlr_measures_fcst.mdv | Mean Directional Value
mlr_measures_fcst.mpe | Mean Percentage Error
mlr_measures_fcst.msis | Mean Scaled Interval Score
mlr_measures_fcst.pinball | Pinball Loss
mlr_measures_fcst.rmsse | Root Mean Squared Scaled Error
mlr_measures_fcst.wape | Weighted Absolute Percentage Error
mlr_measures_fcst.winkler | Winkler Score
mlr_pipeops_fcst.catch22 | Time Series Feature Extraction (catch22)
mlr_pipeops_fcst.feasts | Time Series Feature Extraction (feasts)
mlr_pipeops_fcst.fourier | Create Fourier Features for Seasonality
mlr_pipeops_fcst.lags | Create Lags of Target Variable
mlr_pipeops_fcst.rolling | Create Rolling Window Features of Target Variable
mlr_pipeops_fcst.splitkey | Split a Forecast Task into Per-Series Tasks
mlr_pipeops_fcst.targetboxcox | Box-Cox Transform the Target Variable
mlr_pipeops_fcst.targetdiff | Difference the Target Variable
mlr_pipeops_fcst.tsfeats | Time Series Feature Extraction
mlr_pipeops_fcst.unitekey | Unite Per-Series Forecasts into One Prediction
mlr_pipeops_fcstavg | Weighted Prediction Averaging for Forecasts
mlr_resamplings_fcst.cv | Forecast Cross-Validation Resampling
mlr_resamplings_fcst.holdout | Forecast Holdout Resampling
mlr_tasks_airpassengers | Air Passengers Forecast Task
mlr_tasks_electricity | Daily electricity demand for Victoria, Australia Forecast Task
mlr_tasks_livestock | Australian Livestock Slaughter Forecast Task
mlr_tasks_lynx | Annual Canadian Lynx Trappings Forecast Task
mlr_tasks_usaccdeaths | Accidental Deaths in the US Forecast Task

## -- P --

partition.TaskFcst | Manually Partition into Training, Test and Validation Set
pipeline_fcst_local | Create a Graph to Fit Local Per-Series Forecast Models
PipeOpFcstAvg | Weighted Prediction Averaging for Forecasts
PipeOpFcstCatch22 | Time Series Feature Extraction (catch22)
PipeOpFcstFeasts | Time Series Feature Extraction (feasts)
PipeOpFcstFourier | Create Fourier Features for Seasonality
PipeOpFcstLags | Create Lags of Target Variable
PipeOpFcstRolling | Create Rolling Window Features of Target Variable
PipeOpFcstSplitKey | Split a Forecast Task into Per-Series Tasks
PipeOpFcstTsfeats | Time Series Feature Extraction
PipeOpFcstUniteKey | Unite Per-Series Forecasts into One Prediction
PipeOpTargetTrafoBoxCox | Box-Cox Transform the Target Variable
PipeOpTargetTrafoDifference | Difference the Target Variable
PredictionFcst | Prediction Object for Forecasting

## -- R --

read_tsf | Read tsf files
RecursiveForecaster | Recursive Forecast Learner
recursive_forecaster | Create a Recursive Forecast Learner
ResamplingFcstCV | Forecast Cross-Validation Resampling
ResamplingFcstHoldout | Forecast Holdout Resampling

## -- S --

selector_fcst_lags | Select Forecast Lag Features
selector_fcst_rolling | Select Forecast Rolling Features

## -- T --

TaskFcst | Forecast Task