Implements a changepoint-aware ensemble forecasting algorithm that combines Theta, TBATS (Trigonometric, Box-Cox transformation, ARMA errors, Trend, Seasonal components), and ARFIMA (AutoRegressive, Fractionally Integrated, Moving Average) using a product-of-experts approach for robust probabilistic prediction.
| Version: | 1.0 |
| Depends: | R (≥ 2.10) |
| Imports: | normalp (≥ 0.7.2), purrr (≥ 1.0.1), ald (≥ 1.3.1), evd (≥ 2.3-6.1), GeneralizedHyperbolic (≥ 0.8-6), fGarch (≥ 4022.89), forecast (≥ 8.21), imputeTS (≥ 3.3), changepoint (≥ 2.3), lubridate (≥ 1.9.2), ggplot2 (≥ 3.5.1), scales (≥ 1.3.0) |
| Suggests: | knitr, testthat (≥ 3.0.0) |
| Published: | 2025-05-27 |
| DOI: | 10.32614/CRAN.package.chopper |
| Author: | Giancarlo Vercellino [aut, cre, cph] |
| Maintainer: | Giancarlo Vercellino <giancarlo.vercellino at gmail.com> |
| License: | GPL-3 |
| URL: | https://rpubs.com/giancarlo_vercellino/chopper |
| NeedsCompilation: | no |
| Materials: | NEWS |
| CRAN checks: | chopper results |
| Reference manual: | chopper.html , chopper.pdf |
| Package source: | chopper_1.0.tar.gz |
| Windows binaries: | r-devel: chopper_1.0.zip, r-release: chopper_1.0.zip, r-oldrel: chopper_1.0.zip |
| macOS binaries: | r-release (arm64): chopper_1.0.tgz, r-oldrel (arm64): chopper_1.0.tgz, r-release (x86_64): chopper_1.0.tgz, r-oldrel (x86_64): chopper_1.0.tgz |
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