Online Prediction by Expert Aggregation

Misc methods to form online predictions, for regression-oriented time-series, by combining a finite set of forecasts provided by the user.


Reference manual

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1.0 by Pierre Gaillard, 3 years ago

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Authors: Pierre Gaillard [cre, aut] , Yannig Goude [aut]

Documentation:   PDF Manual  

Task views: Time Series Analysis

LGPL license

Imports quadprog, quantreg, RColorBrewer

Suggests testthat, splines, caret, mgcv, survival, knitr, gbm

Imported by tsensembler.

See at CRAN