The Time Series Prediction with Integrated Tuning (TSPredIT) is based on DAL Toolbox with integrated hyperparameter optimization combining machine learning and data preprocessing. It also contains time series outliers removal, data augmentation, ensemble models, and a more flexible workflow design for Data Analytics tasks.
It adopts the inherited model of the DAL Toolbox.
TSPredIT at CRAN: https://cran.r-project.org/web/packages/tspredit/index.html