TSPred Package for R: Functions for Benchmarking Time Series Prediction

Student: Rebecca Pontes Salles (rebeccapsalles@acm.org)

Advisor: Eduardo Ogasawara (eogasawara@ieee.org)

Description: Functions for time series prediction and accuracy assessment using automatic linear modeling. The generated linear models and its yielded prediction errors can be used for benchmarking other time series prediction methods and for creating a demand for the refinement of such methods. For this purpose, benchmark data from prediction competitions may be used.

Available at CRAN: https://CRAN.R-project.org/package=TSPred

Code repository at Git-Hub: https://github.com/RebeccaSalles/TSPred

Reference manual: TSPred.pdf

Acknowledgments: The authors thank CNPq for partially sponsoring this work.