Version 2.0.10 [2018-01-03]
- API change in
cvts()
for the FCFUN
argument: custom forecasting functions should now return a S3 “forecast” object with the point forecast in $mean
, and the ts
properties should be properly set.
cvts()
now defaults to 2 cores
- Moved usage examples for
cvts()
to the vignette.
- Add “GMDH” to suggested packages.
- Fixed a bug in
cvts()
introduced in version 1.0.8 when a custom FUN
or FCFUN
is used that requires packages other than “forecast” or “forecastHybrid”.
- The
thetam()
function now checks for an input time series with less length than the seasonality. Similarly, hybridModel()
detects this behavior. Thanks to Nicholas Fong for the bugfix.
- Updated
cvts()
usage example in documentation for “GMDH”.
- Refactored many unit tests and the vignette for quicker examples.
Version 1.1.9 [2017-08-23]
- Fixed a bug in
forecast.hybridModel()
when for models where xreg
was not supplied to all of arima/nnetar models
- Fixes in unit tests and better documentation of unit tests
ts
objects created with the “timekt” package can now be used in hybridModel()
- The
doParallel
and forecast
packages are now imported instead of loading their entire namespaces.
Version 1.0.8 [2017-07-10]
cvts()
now supports parallel fitting through the num.cores
argument. Note that if the model that you are fitting also utilizes parallelization, the number of cores used by each model multiplied by num.cores
passed to cvts()
should not exceed the number of cores on your machine.
- The package versioning now follows semantic versioning more closely; however, the convention used will be
MAJOR.MINOR.RELEASE_NUM
.
- Instead of loading the entire
ggplot2
namespace, only specific functions are now imported.
Version 0.4.1 [2017-06-18]
- The “forecast” package v8.1 now declares the S3 method
accuracy()
, so this is imported and no longer declared in “forecastHybrid”.
Version 0.4.0 [2017-03-31]
- Import the “zoo” package
- Fixed a bug in
cvts()
when using rolling = TRUE
whereby the incorrect number of periods were calulated. Thanks to Ganesh Krishnan for the bugfix.
- The
cvts()
function now allows additional arguments to be passed with ...
. Thanks to Ganesh Krishnan.
- Additional
...
arguments can be passed to the individual component models in forecast.hybridModel()
.
- Documentation fixes and improvements, particularly for the
cvts()
function.
- Unit tests were optimized for speed, and the package tests in half the previous time.
- The behavior of the
forecast()
function from the “forecast” package when multiple or single prediction intervals are passed has changed. The prediction inervals are now consistently returned as matrices. This change fixes a bug in forecast.hybridModel()
when multiple prediction intervals are used.
- Fixed a bug with
forecast.hybridModel()
for ets
, nnetar
, and stlm
component models when the level
argument was set to a single value instead of a vector of values.
- Fixed warning message for superfluous lists passed to base models in
hybridModel()
Version 0.3.0 [2016-12-18]
- Prediction intervals are now created for
nnetar
objects in the ensemble. This should address one aspect of incorrect prediction intervals (e.g. issue #37).
- theta models can be added (by including “
f
” in the models =
argument for hybridModel()
) and are indeed part of the default - so by default, hybridModel() will now fit six models
accuracy.cvts()
is now exported
plot.hybridModel()
now supports ggplot2
graphics when the argument ggplot = TRUE
is passed.
- Time series must be at least four observations long
- Fixed an error where e.args was passed to tbats instead of t.args
Version 0.2.0 [2016-09-23]
- Add timeseries cross validation with
cvts()
- Add support for
weights = "cv.errors"
in hybridModel()
- Fix model weights when
weights = "insample.errors"
and one or more component models perfectly fit the time series
- Fixed erroneous warning message when
xreg
is included in n.args
but a nnetar
model is not included in the model list
- Clean up titles in
plot.hybridModel()
- Enable passing
...
arguments to plot()
from plot.hybridModel()
- Round weights in
print.hybridModel()
to three digits for cleaner display
- Add
verbose
argument and enable by default in hybridModel()
to display fitting/cross validation progress
Version 0.1.7 [2016-06-04]
- Build vignette with
knitr rmarkdown
engine
- Build vignette with travis
Version 0.1.6 [2016-05-31]
- Fix broken S3 generic
accuracy()
and hybridModel.accuracy()
- Add vignette
- Add NEWS
- Remove “fpp” from dependencies
- Fix warning for unimplemented parameter
weights = "cv.errors"
- Fix error with
nnetar
and stlm
models when 2 * frequency(y) >= length(y)
- Documentation improvements MORE TODO
- Migrate unit tests away from deprecated
not()
function from “testthat” package
- Add additional unit tests for bugfixes (accuracy fix, nnetar/stlm
2 * frequency(y) >= length(y)
, weights = "cv.errors"
)
Version 0.1.5 [2016-04-16]