| Name : R-setartree
| |
| Version : 0.2.1
| Vendor : obs://build_opensuse_org/devel:languages:R
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| Release : lp156.1.1
| Date : 2024-06-24 14:08:48
|
| Group : Development/Libraries/Other
| Source RPM : R-setartree-0.2.1-lp156.1.1.src.rpm
|
| Size : 0.18 MB
| |
| Packager : https://www_suse_com/
| |
| Summary : SETAR-Tree - A Novel and Accurate Tree Algorithm for Global Time Series Forecasting
|
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) < arXiv:2211.08661v1>. 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.
|
RPM found in directory: /packages/linux-pbone/ftp5.gwdg.de/pub/opensuse/repositories/devel:/languages:/R:/autoCRAN/15.6/x86_64 |
