Temporal Encoder-Masked Probabilistic Ensemble Regressor

Implements a probabilistic ensemble time-series forecaster that combines an auto-encoder with a neural decision forest whose split variables are learned through a differentiable feature-mask layer. Functions are written with 'torch' tensors and provide CRPS (Continuous Ranked Probability Scores) training plus mixture-distribution post-processing.


Reference manual

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install.packages("temper")

1.1.1 by Giancarlo Vercellino, 3 months ago


https://rpubs.com/giancarlo_vercellino/temper


Browse source code at https://github.com/cran/temper


Authors: Giancarlo Vercellino [aut, cre, cph]


Documentation:   PDF Manual  


GPL-3 license


Imports torch, purrr, imputeTS, lubridate, ggplot2, scales

Suggests knitr, testthat


See at CRAN