onlineforecast

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Software:55761



swMATH40061CRANonlineforecastMaRDI QIDQ55761

Forecast Modelling for Online Applications

Hjorleifur G Bergsteinsson

Last update: 12 October 2023

Software version identifier: 1.0.1, 0.9.3, 0.10.0, 1.0.0, 1.0.2

Source code repository: https://github.com/cran/onlineforecast

Copyright license: GNU General Public License, version 3.0

A framework for fitting adaptive forecasting models. Provides a way to use forecasts as input to models, e.g. weather forecasts for energy related forecasting. The models can be fitted recursively and can easily be setup for updating parameters when new data arrives. See the included vignettes, the website <https://onlineforecasting.org> and the paper "onlineforecast: An R package for adaptive and recursive forecasting" <https://journal.r-project.org/articles/RJ-2023-031/>.