spooky: Time Feature Extrapolation Using Spectral Analysis and Jack-Knife Resampling

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: 1.3.0
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)
Published: 2022-06-03
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

Documentation:

Reference manual: spooky.pdf

Downloads:

Package source: spooky_1.3.0.tar.gz
Windows binaries: r-devel: spooky_1.3.0.zip, r-release: spooky_1.3.0.zip, r-oldrel: spooky_1.3.0.zip
macOS binaries: r-release (arm64): spooky_1.3.0.tgz, r-oldrel (arm64): spooky_1.3.0.tgz, r-release (x86_64): spooky_1.3.0.tgz, r-oldrel (x86_64): spooky_1.3.0.tgz
Old sources: spooky archive

Linking:

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