TSPred: Functions for Benchmarking Time Series Prediction

Functions for defining and conducting a time series prediction process including pre(post)processing, decomposition, modelling, prediction and accuracy assessment. The generated 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

Eduardo Ogasawara

Eduardo Ogasawara has been a professor at the Department of Computer Science at the Federal Center for Technological Education of Rio de Janeiro (CEFET/RJ) since 2010. He holds a D.Sc. in Systems and Computer Engineering from COPPE/UFRJ. Between 2000 and 2007, he worked in the Information Technology (IT) sector, gaining extensive experience in workflows and project management. With a strong background in Data Science, he is currently focused on Data Mining and Time Series Analysis. He is a member of IEEE, ACM, and SBC. Throughout his career, he has authored numerous published articles and led projects funded by agencies such as CNPq and FAPERJ. Currently, he heads the Data Analytics Lab (DAL) at CEFET/RJ, where he continues to advance research in Data Science.