Package: forecastHybrid
Title: Convenient Functions for Ensemble Time Series Forecasts
Version: 5.1.21
Date: 2026-01-14
Authors@R: c(
   person("David", "Shaub", email = "davidshaub@alumni.harvard.edu", role = c("aut", "cre")),
   person("Peter", "Ellis", email = "peter.ellis2013nz@gmail.com", role = c("aut"))
   )
Description: Convenient functions for ensemble forecasts in R combining
    approaches from the 'forecast' package. Forecasts generated from auto.arima(), ets(),
    thetaf(), nnetar(), stlm(), tbats(), snaive() and arfima() can be combined with equal weights, weights
    based on in-sample errors (introduced by Bates & Granger (1969) <doi:10.1057/jors.1969.103>),
    or cross-validated weights. Cross validation for time series data with user-supplied models
    and forecasting functions is also supported to evaluate model accuracy.
Depends: R (>= 4.0.4), forecast (>= 8.16), thief
Imports: doParallel (>= 1.0.16), foreach (>= 1.5.1), ggplot2 (>=
        3.3.6), purrr (>= 0.3.5), zoo (>= 1.8)
Suggests: GMDH, knitr, rmarkdown, roxygen2, testthat
VignetteBuilder: knitr
License: GPL-3
URL: https://gitlab.com/dashaub/forecastHybrid,
        https://github.com/ellisp/forecastHybrid
BugReports: https://github.com/ellisp/forecastHybrid/issues
RoxygenNote: 7.3.3
ByteCompile: true
NeedsCompilation: no
Encoding: UTF-8
Packaged: 2026-01-14 18:43:59 UTC; felix
Author: David Shaub [aut, cre],
  Peter Ellis [aut]
Maintainer: David Shaub <davidshaub@alumni.harvard.edu>
Repository: CRAN
Date/Publication: 2026-01-15 06:10:31 UTC
Built: R 4.6.0; ; 2026-04-26 18:23:39 UTC; unix
