forecast

Forecasting Functions for Time Series and Linear Models

https://github.com/robjhyndman/forecast

Science Score: 36.0%

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

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CITATION.cff file
✓
codemeta.json file
Found codemeta.json file
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.zenodo.json file
Found .zenodo.json file
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DOI references
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Academic publication links
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Committers with academic emails
1 of 47 committers (2.1%) from academic institutions
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Institutional organization owner
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JOSS paper metadata
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Scientific vocabulary similarity
Low similarity (12.3%) to scientific vocabulary

Keywords

cran forecast forecasting r

Keywords from Contributors

rmarkdown literate-programming pandoc distributed data-manipulation grammar bruteforce hack ensemble-learning xgboost

Last synced: 6 months ago · JSON representation

Repository

Forecasting Functions for Time Series and Linear Models

Basic Info

Host: GitHub
Owner: robjhyndman
Language: R
Default Branch: master
Homepage: http://pkg.robjhyndman.com/forecast
Size: 221 MB

Statistics

Stars: 1,150
Watchers: 81
Forks: 342
Open Issues: 13
Releases: 42

Topics

cran forecast forecasting r

Created almost 14 years ago · Last pushed 6 months ago

Metadata Files

Readme Changelog

forecast

The R package forecast provides methods and tools for displaying and analysing univariate time series forecasts including exponential smoothing via state space models and automatic ARIMA modelling.

A complementary forecasting package is the fable package, which implements many of the same models but in a tidyverse framework.

Installation

You can install the stable version from CRAN.

r install.packages("forecast", dependencies = TRUE)

You can install the development version from Github

```r

install.packages("remotes")

remotes::install_github("robjhyndman/forecast") ```

Usage

```r library(forecast) library(ggplot2)

ETS forecasts

USAccDeaths |> ets() |> forecast() |> autoplot()

Automatic ARIMA forecasts

WWWusage |> auto.arima() |> forecast(h=20) |> autoplot()

ARFIMA forecasts

library(fracdiff) x <- fracdiff.sim(100, ma=-.4, d=.3)$series arfima(x) |> forecast(h=30) |> autoplot()

Forecasting with STL

USAccDeaths |> stlm(modelfunction=ar) |> forecast(h=36) |> autoplot()

AirPassengers |> stlf(lambda=0) |> autoplot()

USAccDeaths |> stl(s.window="periodic") |> forecast() |> autoplot()

TBATS forecasts

USAccDeaths |> tbats() |> forecast() |> autoplot()

taylor |> tbats() |> forecast() |> autoplot() ```

For more information

Get started in forecasting with the online textbook at http://OTexts.org/fpp2/
Read the Hyndsight blog at https://robjhyndman.com/hyndsight/
Ask forecasting questions on http://stats.stackexchange.com/tags/forecasting
Ask R questions on http://stackoverflow.com/tags/forecasting+r
Join the International Institute of Forecasters: http://forecasters.org/

License

This package is free and open source software, licensed under GPL-3.

Owner

Name: Rob J Hyndman
Login: robjhyndman
Kind: user
Location: Wurundjeri country, Australia
Company: Monash University

Website: https://robjhyndman.com
Repositories: 139
Profile: https://github.com/robjhyndman

I analyse data, develop new statistical methods, and write open source software.

GitHub Events

Total

Create event: 1
Release event: 1
Issues event: 7
Watch event: 38
Issue comment event: 18
Push event: 56
Pull request review event: 3
Pull request event: 46
Fork event: 8

Last Year

Create event: 1
Release event: 1
Issues event: 7
Watch event: 38
Issue comment event: 18
Push event: 56
Pull request review event: 3
Pull request event: 46
Fork event: 8

Committers

Last synced: 8 months ago

All Time

Total Commits: 2,072
Total Committers: 47
Avg Commits per committer: 44.085
Development Distribution Score (DDS): 0.474

Past Year

Commits: 38
Committers: 2
Avg Commits per committer: 19.0
Development Distribution Score (DDS): 0.5

Top Committers

Name	Email	Commits
Rob J Hyndman	r**n@g**m	1,090
mitchelloharawild	m**d@m**u	599
Gabriel Caceres	g**6@g**m	96
David Shaub	d****b	61
Earo Wang	e**g@g**m	41
Emil Rehnberg	e**g@g**m	33
Zhenyu Zhou	z**u@g**m	22
terrytangyuan	t**n@g**m	20
Maximilian Muecke	m**n@g**m	19
Christoph Bergmeir	c**r@g**m	13
Christoph Bergmeir	b**r@n**1	12
Gary Foreman	g**n@s**l	5
Dan Reid	d**n@s**o	5
Michael Chirico	m**4@g**m	5
Slava	s**a@s**)	4
Saurav Chakravorty	s**y@g**m	4
Daniele	d**o@p**t	3
Sam Snarr	s**1@g**m	3
ShanikaLW	s**a@g**m	3
Christoph	k****z	2
Eamon O'Dea	o**5@g**m	2
Zach Mayer	z**r@g**m	2
birukh	b**e@g**m	2
jonlachmann	j**n@l**u	2
joran	j**s@g**m	2
wangxiaoqian	w**5@1**m	1
oleds	o****s	1
kirill.kuroptev	6****1	1
b.jacobs	b**s@a**l	1
hudcap	h****p	1
and 17 more...

Committer Domains (Top 20 + Academic)

findabilitysciences.com: 1 weecology.org: 1 prettysimplegames.com: 1 adamsonfamily.co.uk: 1 achormen.nl: 1 163.com: 1 lachmann.nu: 1 phd.unipd.it: 1 slava-thinkpad-e520.(none): 1 senseye.io: 1 nenufar8.1: 1 monash.edu: 1

Issues and Pull Requests

Last synced: 6 months ago

All Time

Total issues: 109
Total pull requests: 68
Average time to close issues: 3 months
Average time to close pull requests: 4 days
Total issue authors: 82
Total pull request authors: 17
Average comments per issue: 1.72
Average comments per pull request: 0.29
Merged pull requests: 60
Bot issues: 1
Bot pull requests: 0

Past Year

Issues: 5
Pull requests: 42
Average time to close issues: 6 days
Average time to close pull requests: about 9 hours
Issue authors: 5
Pull request authors: 1
Average comments per issue: 0.6
Average comments per pull request: 0.12
Merged pull requests: 37
Bot issues: 0
Bot pull requests: 0

View more stats

Top Authors

Issue Authors

robjhyndman (18)
mitchelloharawild (4)
Someone894 (3)
betmar78 (2)
osman-gencyurek (2)
espher1987 (2)
englianhu (2)
kestlermai (2)
Mayalaroz (1)
rsmiller74 (1)
susiemg (1)
palmierieugenio (1)
davidreilly007 (1)
TimTaylor (1)
MMenchero (1)

Pull Request Authors

m-muecke (42)
mitchelloharawild (5)
MichaelChirico (4)
jonlachmann (2)
danigiro (2)
ShanikaLW (2)
PRGMDM (1)
GeoBosh (1)
joranE (1)
dashaub (1)
FedericoGarza (1)
KuKi2121 (1)
xqnwang (1)
sss-ng (1)
birukh (1)

Top Labels

Issue Labels

bug (4)

Pull Request Labels

Packages

Total packages: 2
Total downloads:
- cran 90,423 last-month
Total docker downloads: 33,611,205

Total dependent packages: 195
(may contain duplicates)
Total dependent repositories: 330
(may contain duplicates)
Total versions: 99
Total maintainers: 1

cran.r-project.org: forecast

Forecasting Functions for Time Series and Linear Models

Homepage: https://pkg.robjhyndman.com/forecast/
Documentation: http://cran.r-project.org/web/packages/forecast/forecast.pdf
License: GPL-3
Latest release: 8.24.0
published 11 months ago

Versions: 95
Dependent Packages: 195
Dependent Repositories: 330
Downloads: 90,423 Last month
Docker Downloads: 33,611,205

Rankings

Forks count: 0.1%

Stargazers count: 0.2%

Dependent packages count: 0.5%

Downloads: 0.6%

Dependent repos count: 0.9%

Average: 3.3%

Docker downloads count: 17.3%

Maintainers (1)

Rob.Hyndman@monash.edu

Last synced: 6 months ago

proxy.golang.org: github.com/robjhyndman/forecast

Documentation: https://pkg.go.dev/github.com/robjhyndman/forecast#section-documentation
Latest release: v8.24.0+incompatible
published 11 months ago

Versions: 4
Dependent Packages: 0
Dependent Repositories: 0

Rankings

Dependent packages count: 6.3%

Average: 6.5%

Dependent repos count: 6.7%

Last synced: 6 months ago

Dependencies

DESCRIPTION cran

R >= 3.0.2 depends
Rcpp >= 0.11.0 imports
colorspace * imports
fracdiff * imports
generics >= 0.1.2 imports
ggplot2 >= 2.2.1 imports
graphics * imports
lmtest * imports
magrittr * imports
nnet * imports
parallel * imports
stats * imports
timeDate * imports
tseries * imports
urca * imports
zoo * imports
forecTheta * suggests
knitr * suggests
methods * suggests
rmarkdown * suggests
rticles * suggests
seasonal * suggests
testthat * suggests
uroot * suggests

.github/workflows/R-CMD-check.yaml actions

actions/checkout v3 composite
r-lib/actions/check-r-package v2 composite
r-lib/actions/setup-pandoc v2 composite
r-lib/actions/setup-r v2 composite
r-lib/actions/setup-r-dependencies v2 composite
r-lib/actions/setup-tinytex v2 composite

.github/workflows/pkgdown.yaml actions

JamesIves/github-pages-deploy-action v4.4.1 composite
actions/checkout v3 composite
r-lib/actions/setup-pandoc v2 composite
r-lib/actions/setup-r v2 composite
r-lib/actions/setup-r-dependencies v2 composite

.github/workflows/pr-commands.yaml actions

actions/checkout v3 composite
r-lib/actions/pr-fetch v2 composite
r-lib/actions/pr-push v2 composite
r-lib/actions/setup-r v2 composite
r-lib/actions/setup-r-dependencies v2 composite

forecast

Science Score: 36.0%

Keywords

Keywords from Contributors

Repository

Basic Info

Statistics

Topics

Metadata Files

README.md

forecast

Installation

install.packages("remotes")

Usage

ETS forecasts

Automatic ARIMA forecasts

ARFIMA forecasts

Forecasting with STL

TBATS forecasts

For more information

License

Owner

GitHub Events

Total

Last Year

Committers

All Time

Past Year

Top Committers

Committer Domains (Top 20 + Academic)

Issues and Pull Requests

All Time

Past Year

Top Authors

Issue Authors

Pull Request Authors

Top Labels

Issue Labels

Pull Request Labels

Packages

cran.r-project.org: forecast

Rankings

Maintainers (1)

proxy.golang.org: github.com/robjhyndman/forecast

Rankings

Dependencies