Releases: franciscomartinezdelrio/utsf
Releases · franciscomartinezdelrio/utsf
utsf 1.3.1
- The pre-processing for dealing with trending series is now specified in a
simpler way. - The vignette has been improved.
- The way in which tuning parameters are specified to user's models has changed.
utsf 1.3.0
- The lags argument in the function for building the model (now create_model)
now can be an unordered integer vector. - The lags argument in the function for building the model (now create_model)
now must be an integer vector. - match.arg() is used so the options are visible to the user in the help.
- A main change is that the functionality of the forecast function, that did
a lot of things, is now distributed in several functions: create_model()
(build the model), forecast() (do the forecasts), efa() for assessing
forecast accuracy and tune_grid() for parameter tuning. - Prediction intervals are optionally computed.
utsf 1.2.0
- The estimated forecast accuracy per horizon is also computed
- Now it is possible to use only 1 lag with additive or multiplicative
transformation, if the features are not transformed. - Now it is possible to transform only the target (and not the features)
with the multiplicative transformation. - An error is produced if a too large autorregresive lag is used.
- An error is produced in method KNN when k is greater than the size of the
training set. - A warning is produced when the time series is too short to estimate
forecast accuracy.
utsf 1.1.0
- Improvements in estimation of forecast accuracy with rolling origin evaluation.
- The way in which preprocessings are specified has changed.
- Method plot.utsf is implemented.
- Linear models (stats::lm) are supported.
utsf 1.0.0
- Initial CRAN submission.