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R package consisting of functions and tools to facilitate the use of traditional time series and machine learning models to generate forecasts on univariate or multvariate data. Different backtesting scenarios are available to identify the best performing models.

License: GNU General Public License v3.0

R 100.00%
time-series-forecasting backtesting machine-learning univariate-data multivariate-data keras-lstm h2o-automl arima-model stl-model ets-model

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tsforecastr's Issues

Tensorflow 2.0 incompatibility in LSTM procedure

Command incompatible with tf2.0
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Seed setting is important for reproducibility and GPU disabling. Parallel processing of time series requires to disable GPU and use only 1 CPU per time series processed.

Furthermore, the above command probably causes timeouts when the session cannot be properly initiated. An alternative must be found.

Appveyor Checks for Win OS keep failing

After having updated the Appveyor yml file, the server now is responsive and starts checks. However, it keeps failing because it cannot find the package dependencies.

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