greybox (Q55366): Difference between revisions

← Older edit

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+Implements functions and instruments for regression model building and its             application to forecasting. The main scope of the package is in variables selection             and models specification for cases of time series data. This includes promotional             modelling, selection between different dynamic regressions with non-standard             distributions of errors, selection based on cross validation, solutions to the fat             regression model problem and more. Models developed in the package are tailored             specifically for forecasting purposes. So as a results there are several methods             that allow producing forecasts from these models and visualising them.
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+Ivan Svetunkov
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+Software:55366

Latest revision as of 05:36, 22 March 2024

Toolbox for Model Building and Forecasting

Language	Label	Description	Also known as
English	greybox	Toolbox for Model Building and Forecasting

Statements

instance of

R package

0 references

software version identifier

1.0.8

publication date

2 April 2023

0 references

0.2.0

publication date

13 March 2018

0 references

0.2.1

publication date

2 May 2018

0 references

0.2.2

publication date

25 May 2018

0 references

0.3.0

publication date

6 August 2018

0 references

0.3.1

publication date

11 September 2018

0 references

0.3.2

publication date

28 October 2018

0 references

0.3.3

publication date

30 November 2018

0 references

0.4.0

publication date

4 January 2019

0 references

0.4.1

publication date

27 January 2019

0 references

0.5.0

publication date

21 April 2019

0 references

0.5.1

publication date

28 April 2019

0 references

0.5.2

publication date

15 June 2019

0 references

0.5.3

publication date

31 July 2019

0 references

0.5.4

publication date

17 September 2019

0 references

0.5.5

publication date

20 September 2019

0 references

0.5.6

publication date

29 October 2019

0 references

0.5.7

publication date

10 December 2019

0 references

0.5.8

publication date

8 February 2020

0 references

0.5.9

publication date

29 March 2020

0 references

0.6.0

publication date

20 May 2020

0 references

0.6.1

publication date

10 August 2020

0 references

0.6.2

publication date

2 September 2020

0 references

0.6.3

publication date

20 October 2020

0 references

0.6.4

publication date

1 December 2020

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0.6.6

publication date

8 January 2021

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0.6.7

publication date

14 February 2021

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0.6.8

publication date

12 March 2021

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0.6.9

publication date

17 April 2021

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0.7.0

publication date

20 May 2021

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1.0.0

publication date

27 June 2021

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1.0.1

publication date

22 September 2021

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1.0.2

publication date

1 December 2021

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1.0.3

publication date

26 January 2022

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1.0.4

publication date

7 February 2022

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1.0.5

publication date

25 March 2022

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1.0.6

publication date

29 September 2022

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1.0.7

publication date

22 December 2022

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2.0.0

publication date

16 September 2023

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MaRDI software profile

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last update

16 September 2023

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description

Implements functions and instruments for regression model building and its application to forecasting. The main scope of the package is in variables selection and models specification for cases of time series data. This includes promotional modelling, selection between different dynamic regressions with non-standard distributions of errors, selection based on cross validation, solutions to the fat regression model problem and more. Models developed in the package are tailored specifically for forecasting purposes. So as a results there are several methods that allow producing forecasts from these models and visualising them.

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author

Ivan Svetunkov

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copyright license

GNU Lesser General Public License, version 2.1

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imports

stats

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generics

software version identifier