chopper: Changepoint-Aware Ensemble for Probabilistic Modeling
Implements a changepoint-aware ensemble forecasting algorithm that combines Theta, TBATS (Trigonometric, Box-Cox transformation, ARMA errors, Trend, Seasonal components), and ARFIMA (AutoRegressive, Fractionally Integrated, Moving Average) using a product-of-experts approach for robust probabilistic prediction.
| Version: | 1.0 |
| Depends: | R (≥ 2.10) |
| Imports: | normalp (≥ 0.7.2),purrr (≥ 1.0.1),ald (≥ 1.3.1),evd (≥2.3-6.1),GeneralizedHyperbolic (≥ 0.8-6),fGarch (≥4022.89),forecast (≥ 8.21),imputeTS (≥ 3.3),changepoint (≥ 2.3),lubridate (≥ 1.9.2),ggplot2 (≥ 3.5.1),scales (≥1.3.0) |
| Suggests: | knitr,testthat (≥ 3.0.0) |
| Published: | 2025-05-27 |
| DOI: | 10.32614/CRAN.package.chopper |
| Author: | Giancarlo Vercellino [aut, cre, cph] |
| Maintainer: | Giancarlo Vercellino <giancarlo.vercellino at gmail.com> |
| License: | GPL-3 |
| URL: | https://rpubs.com/giancarlo_vercellino/chopper |
| NeedsCompilation: | no |
| Materials: | NEWS |
| CRAN checks: | chopper results |
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