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organik: Multi-Horizon Probabilistic Ensemble with Copulas for TimeSeries Forecasting

Trains per-horizon probabilistic ensembles from a univariate time series. It supports 'rpart', 'glmnet', and 'kNN' engines with flexible residual distributions and heteroscedastic scale models, weighting variants by calibration-aware scores. A Gaussian/t copula couples the marginals to simulate joint forecast paths, returning quantiles, means, and step increments across horizons.

Version:1.0.1
Depends:R (≥ 4.1.0)
Imports:rpart (≥ 4.1.24),glmnet (≥ 4.1-10),Matrix (≥ 1.7-3),MASS (≥ 7.3-65),imputeTS (≥ 3.4)
Suggests:knitr,testthat (≥ 3.0.0)
Published:2025-11-26
DOI:10.32614/CRAN.package.organik
Author:Giancarlo Vercellino [aut, cre, cph]
Maintainer:Giancarlo Vercellino <giancarlo.vercellino at gmail.com>
License:GPL-3
URL:https://rpubs.com/giancarlo_vercellino/organik
NeedsCompilation:no
Materials:NEWS
CRAN checks:organik results

Documentation:

Reference manual:organik.html ,organik.pdf

Downloads:

Package source: organik_1.0.1.tar.gz
Windows binaries: r-devel:organik_1.0.1.zip, r-release:organik_1.0.1.zip, r-oldrel:organik_1.0.1.zip
macOS binaries: r-release (arm64):organik_1.0.1.tgz, r-oldrel (arm64):organik_1.0.1.tgz, r-release (x86_64):organik_1.0.1.tgz, r-oldrel (x86_64):organik_1.0.1.tgz
Old sources: organik archive

Linking:

Please use the canonical formhttps://CRAN.R-project.org/package=organikto link to this page.


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