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extendeddfml

R package implementing the Extended Dynamic Factor Machine Learner multivariate forecasting method

https://github.com/jdestefani/extendeddfml

Science Score: 44.0%

This score indicates how likely this project is to be science-related based on various indicators:

  • ✓
    CITATION.cff file
    Found CITATION.cff file
  • ✓
    codemeta.json file
    Found codemeta.json file
  • ✓
    .zenodo.json file
    Found .zenodo.json file
  • ○
    DOI references
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    Academic publication links
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    JOSS paper metadata
  • ○
    Scientific vocabulary similarity
    Low similarity (3.8%) to scientific vocabulary

Keywords

forecasting multivariate multivariate-timeseries r time-series
Last synced: 6 months ago · JSON representation ·

Repository

R package implementing the Extended Dynamic Factor Machine Learner multivariate forecasting method

Basic Info
  • Host: GitHub
  • Owner: jdestefani
  • License: gpl-3.0
  • Language: R
  • Default Branch: main
  • Homepage:
  • Size: 599 KB
Statistics
  • Stars: 0
  • Watchers: 1
  • Forks: 1
  • Open Issues: 0
  • Releases: 0
Topics
forecasting multivariate multivariate-timeseries r time-series
Created almost 5 years ago · Last pushed over 4 years ago
Metadata Files
Readme License Citation

README.md

ExtendedDFML

How to Install

The preferred way to install this package is using devtools:

r devtools::install_github("jdestefani/ExtendedDFML", upgrade_dependencies = FALSE)

Overview

To see the full list of exported functions:

{r} library("ExtendedDFML") ls("package:ExtendedDFML")

Owner

  • Name: Jacopo De Stefani
  • Login: jdestefani
  • Kind: user
  • Location: Bruxelles
  • Company: TUDelft/ULB

Lecturer @ TUDelft - TBM-ESS-ICT | PhD in Time Series Analysis and Forecasting

Citation (CITATION.cff) 

cff-version: 1.2.0
message: "To cite ExtendedDFML in publications, please use:"
authors:
- family-names: "De Stefani"
  given-names: "Jacopo"
  orcid: "https://orcid.org/0000-0003-0257-4537"
title: "Extended Dynamic Factor Machine Learner"
version: 0.1.0
date-released: 2021-05-10
url: "https://github.com/jdestefani/ExtendedDFML"

GitHub Events

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Last Year

Committers

Last synced: about 2 years ago

All Time
  • Total Commits: 13
  • Total Committers: 2
  • Avg Commits per committer: 6.5
  • Development Distribution Score (DDS): 0.154
Past Year
  • Commits: 0
  • Committers: 0
  • Avg Commits per committer: 0.0
  • Development Distribution Score (DDS): 0.0
Top Committers
Name Email Commits
Jacopo De Stefani j****i@g****m 11
Jacopo De Stefani j****i 2

Issues and Pull Requests

Last synced: about 2 years ago

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  • Total pull requests: 0
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  • Total issue authors: 0
  • Total pull request authors: 0
  • Average comments per issue: 0
  • Average comments per pull request: 0
  • Merged pull requests: 0
  • Bot issues: 0
  • Bot pull requests: 0
Past Year
  • Issues: 0
  • Pull requests: 0
  • Average time to close issues: N/A
  • Average time to close pull requests: N/A
  • Issue authors: 0
  • Pull request authors: 0
  • Average comments per issue: 0
  • Average comments per pull request: 0
  • Merged pull requests: 0
  • Bot issues: 0
  • Bot pull requests: 0
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Dependencies

DESCRIPTION cran
  • R >= 2.10 depends
  • MM4Benchmark * imports
  • abind * imports
  • autoencoder * imports
  • dse * imports
  • forecast * imports
  • gbcode * imports
  • keras >= 2.2.4 imports
  • lightgbm * imports
  • onlinePCA * imports
  • vars * imports
  • xgboost * imports
  • MEMTS * suggests
  • testthat * suggests