{ "_id": "6a1f0defb401979e7341d1d3", "Package": "mrf", "Type": "Package", "Title": "Multiresolution Forecasting", "Version": "0.1.6", "Date": "2021-09-20", "Authors@R": "c(person(\"Quirin\",\"Stier\",email=\"research@quirin-stier.de\",role=c(\"aut\", \"cre\",\"ctr\")),person(\"Michael\",\"Thrun\",email=\"m.thrun@gmx.net\",role=c(\"ths\",\"cph\",\"rev\",\"fnd\",\"ctb\"),comment=c(ORCID=\"0000-0001-9542-5543\")))", "Maintainer": "Quirin Stier ", "Description": "Forecasting of univariate time series using feature\nextraction with variable prediction methods is provided.\nFeature extraction is done with a redundant Haar wavelet\ntransform with filter h = (0.5, 0.5). The advantage of the\napproach compared to typical Fourier based methods is an\ndynamic adaptation to varying seasonalities. Currently\nimplemented prediction methods based on the selected wavelets\nlevels and scales are a regression and a multi-layer\nperceptron. Forecasts can be computed for horizon 1 or higher.\nModel selection is performed with an evolutionary optimization.\nSelection criteria are currently the AIC criterion, the Mean\nAbsolute Error or the Mean Root Error. The data is split into\nthree parts for model selection: Training, test, and evaluation\ndataset. The training data is for computing the weights of a\nparameter set. The test data is for choosing the best parameter\nset. The evaluation data is for assessing the forecast\nperformance of the best parameter set on new data unknown to\nthe model. This work is published in Stier, Q.; Gehlert, T.;\nThrun, M.C. Multiresolution Forecasting for Industrial\nApplications. Processes 2021, 9, 1697.\n.", "License": "GPL-3", "Encoding": "UTF-8", "LazyData": "true", "VignetteBuilder": "knitr", "URL": "https://www.deepbionics.org", "BugReports": "https://github.com/Quirinms/MRFR/issues", "Config/pak/sysreqs": "cmake texlive libssl-dev", "Repository": "https://quirinms.r-universe.dev", "Date/Publication": "2021-09-23 09:16:02 UTC", "RemoteUrl": "https://github.com/quirinms/mrfr", "RemoteRef": "HEAD", "RemoteSha": "c84a61e9db8d59862553e4260cd2fa673c48ab52", "NeedsCompilation": "no", "Packaged": { "Date": "2026-05-17 09:04:31 UTC", "User": "root" }, "Author": "Quirin Stier [aut, cre, ctr],\nMichael Thrun [ths, cph, rev, fnd, ctb] (ORCID:\n)", "MD5sum": "48731d7138d986ca6bc9c9e30690ed9c", "_user": "quirinms", "_type": "src", "_file": "mrf_0.1.6.tar.gz", "_fileid": "ac2fe523261e78407f9013b984d7f0f06442baff19c16f30a03cf5be3bc25dbb", "_filesize": 859782, "_sha256": "ac2fe523261e78407f9013b984d7f0f06442baff19c16f30a03cf5be3bc25dbb", "_created": 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