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onlineforecast

swMATH ID: 40061
Software Authors: Peder Bacher, Hjorleifur G Bergsteinsson
Description: R package onlineforecast: Forecast Modelling for Online Applications. A framework for fitting adaptive forecasting models. Provides a way to use forecasts as input to models, e.g. weather forecasts for energy related forecasting. The models can be fitted recursively and can easily be setup for updating parameters when new data arrives. See the included vignettes, the website <https://onlineforecasting.org> and the pre-print paper ”onlineforecast: An R package for adaptive and recursive forecasting” <arXiv:2109.12915>.
Homepage: https://cran.r-project.org/web/packages/onlineforecast/index.html
Source Code:  https://github.com/cran/onlineforecast
Dependencies: R
Keywords: arXiv_stat.CO; Machine Learning; arXiv_stat.ML; R; R package; Forecast Modelling; Online Applications; Recursive estimation; Adaptive; Nonlinear transformation; Time series; Energy; Online Forecasting; Prediction
Related Software: rmarkdown; R.rsp; testthat; knitr; devtools; digest; fable; forecast; KFAS; ForecastTB; RcppArmadillo; Rcpp; R
Cited in: 0 Documents

Standard Articles

1 Publication describing the Software Year
onlineforecast: An R package for adaptive and recursive forecasting arXiv
Peder Bacher, Hjörleifur G. Bergsteinsson, Linde Frölke, Mikkel L. Sørensen, Julian Lemos-Vinasco, Jon Liisberg, Jan Kloppenborg Møller, Henrik Aalborg Nielsen, Henrik Madsen
2021