All functions

armagarchf()

ARMA(1, 1)-GARCH(1, 1) forecasting (with simulation)

basicf()

Basic forecasting (mean, median, random walk)

comb_GLMNET()

GLMNET Regression Forecast Combination

comb_OLS()

Ordinary Least Squares Forecast Combination

comb_Ridge()

Ridge Regression Forecast Combination

computeattention()

Compute global attention weights and context vectors for time series

conformalize()

Conformalize a forecasting function

createtrendseason()

Create trend and seasonality features for univariate time series

direct_sampling()

Direct sampling

dynrmf()

Dynamic regression model

eatf()

Combined ets-arima-theta forecasts

fit_func()

Fit univariate time series using caret ML model (for use with dynrmf)

fitforecast()

Fit and forecast for benchmarking purposes

genericforecast()

Generic Forecasting Function (Unified interface)

get_error()

Get error metrics

getreturns()

Calculate returns or log-returns for multivariate time series

getsimulations()

Obtain simulations (when relevant) from a selected time series

glmthetaf()

Generalized Linear Model Theta Forecast

loessf()

Loess forecasting

loocvridge2f()

LOOCV for Ridge2 model

mlarchf()

Conformalized Forecasting using Machine Learning models with ARCH effects

mlf()

Conformalized Forecasting using Machine Leaning models

plot(<foreccomb_res>)

Plot results from forecast combination model

plot(<mtsforecast>)

Plot multivariate time series forecast or residuals

predict(<foreccomb_res>)

Prediction function for Forecast Combinations

predict_func()

Predict univariate time series using caret ML model(for use with dynrmf)

ridge2f()

Ridge2 model

rmultivariate()

Simulate multivariate data

splitts()

Partition a time series object

summary(<foreccomb_res>) print(<foreccomb_res_summary>)

Summary of Forecast Combination

varf()

Vector Autoregressive model (adapted from vars::VAR)