autoTS: Automatic Model Selection and Prediction for Univariate Time Series

Offers a set of functions to easily make predictions for univariate time series. 'autoTS' is a wrapper of existing functions of the 'forecast' and 'prophet' packages, harmonising their outputs in tidy dataframes and using default values for each. The core function getBestModel() allows the user to effortlessly benchmark seven algorithms along with a bagged estimator to identify which one performs the best for a given time series.

Version: 0.9.11
Imports: rlang, prophet, dplyr, magrittr, lubridate, tidyr, forecast, ggplot2, RcppRoll, shiny, shinycssloaders, plotly
Suggests: knitr, rmarkdown, stringr
Published: 2020-06-05
DOI: 10.32614/CRAN.package.autoTS
Author: Vivien Roussez
Maintainer: Vivien Roussez <vivien.roussez at>
License: GPL-3
NeedsCompilation: no
CRAN checks: autoTS results


Reference manual: autoTS.pdf
Vignettes: Introduction to autoTS


Package source: autoTS_0.9.11.tar.gz
Windows binaries: r-devel:, r-release:, r-oldrel:
macOS binaries: r-release (arm64): autoTS_0.9.11.tgz, r-oldrel (arm64): autoTS_0.9.11.tgz, r-release (x86_64): autoTS_0.9.11.tgz, r-oldrel (x86_64): autoTS_0.9.11.tgz
Old sources: autoTS archive


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