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Releases: franciscomartinezdelrio/utsf

utsf 1.3.1

24 Oct 06:58

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  • 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

10 Jul 07:30

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  • 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

19 May 07:28

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  • 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

12 Dec 10:46

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  • 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

14 Oct 10:03

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  • Initial CRAN submission.