Package: finnts 0.5.0.9002

Mike Tokic

finnts: Microsoft Finance Time Series Forecasting Framework

Automated time series forecasting developed by Microsoft Finance. The Microsoft Finance Time Series Forecasting Framework, aka Finn, can be used to forecast any component of the income statement, balance sheet, or any other area of interest by finance. Any numerical quantity over time, Finn can be used to forecast it. While it can be applied outside of the finance domain, Finn was built to meet the needs of financial analysts to better forecast their businesses within a company, and has a lot of built in features that are specific to the needs of financial forecasters. Happy forecasting!

Authors:Mike Tokic [aut, cre], Aadharsh Kannan [aut]

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finnts.pdf |finnts.html✨
finnts/json (API)
NEWS

# Install 'finnts' in R:
install.packages('finnts', repos = c('https://microsoft.r-universe.dev', 'https://cloud.r-project.org'))

Bug tracker:https://github.com/microsoft/finnts/issues

Pkgdown site:https://microsoft.github.io

On CRAN:

Conda:

businessdata-sciencefeature-selectionfinancefinntsforecastingmachine-learningmicrosofttime-series

9.45 score 193 stars 39 scripts 1.0k downloads 31 exports 207 dependencies

Last updated 18 days agofrom:51a576fb3d. Checks:8 OK. Indexed: yes.

TargetResultLatest binary
Doc / VignettesOKFeb 20 2025
R-4.5-winOKFeb 20 2025
R-4.5-macOKFeb 20 2025
R-4.5-linuxOKFeb 20 2025
R-4.4-winOKFeb 20 2025
R-4.4-macOKFeb 20 2025
R-4.3-winOKFeb 20 2025
R-4.3-macOKFeb 20 2025

Exports:cubist_multistepcubist_multistep_fit_implcubist_multistep_predict_implensemble_modelsfinal_modelsforecast_time_seriesget_forecast_dataget_prepped_dataget_prepped_modelsget_run_infoget_trained_modelsglmnet_multistepglmnet_multistep_fit_implglmnet_multistep_predict_impllist_modelsmars_multistepmars_multistep_fit_implmars_multistep_predict_implprep_dataprep_modelsset_run_infosvm_poly_multistepsvm_poly_multistep_fit_implsvm_poly_multistep_predict_implsvm_rbf_multistepsvm_rbf_multistep_fit_implsvm_rbf_multistep_predict_impltrain_modelsxgboost_multistepxgboost_multistep_fit_implxgboost_multistep_predict_impl

Dependencies:abindanytimeaskpassbackportsbase64encBHbigDbitbit64bitopsbroombslibcachemcallrcheckmateclassclicliprclockcodetoolscolorspacecommonmarkconflictedcpp11crayoncrosstalkCubistcurldata.tabledescdiagramdialsDiceDesigndigestdistributionaldoFuturedoParalleldplyrdygraphsearthellipsisevaluateextraDistrfabletoolsfansifarverfastmapfeastsfontawesomeforcatsforeachforecastFormulafracdifffsfurrrfuturefuture.applygenericsggdistggplot2glmnetglobalsgluegowerGPfitgridExtragtgtablegtoolshardhathighrhmshtmltoolshtmlwidgetshtshttrinferinlineipredisobanditeratorsjanitorjquerylibjsonlitejuicyjuicekernlabKernSmoothknitrlabelinglaterlatticelavalazyevallhslifecyclelistenvlmtestloolubridatemagrittrmarkdownMASSMatrixmatrixStatsmemoisemgcvmimemodeldatamodelenvmodeltimemunsellnlmennetnumDerivopensslpadrparallellyparsnippatchworkpillarpkgbuildpkgconfigplotlyplotmoplotrixplyrposteriorprettyunitsprocessxprodlimprogressprogressrpromisesprophetpspurrrquadprogquantmodQuickJSRR6rappdirsRColorBrewerRcppRcppArmadilloRcppEigenRcppParallelRcppRollreactablereactRreadrrecipesreshape2rlangrmarkdownrpartrsamplerstanrstantoolsrstudioapirulessassscalessfdshapeslidersnakecaseSparseMsparsevctrsSQUAREMStanHeadersstringistringrsurvivalsystensorAtibbletidymodelstidyrtidyselecttimechangetimeDatetimetktinytextseriestsfeaturestsibbleTTRtunetzdburcautf8V8vctrsviridisLitevroomwarpwithrworkflowsworkflowsetsxfunxgboostxml2xtsyamlyardstickzoo

Back Testing and Hyperparameter Tuning

Rendered fromback-testing-and-hyperparameter-tuning.Rmdusingknitr::rmarkdownon Feb 20 2025.

Last update: 2024-07-29
Started: 2021-08-24

Best Model Selection

Rendered frombest-model-selection.Rmdusingknitr::rmarkdownon Feb 20 2025.

Last update: 2024-07-29
Started: 2021-08-24

External Regressors

Rendered fromexternal-regressors.Rmdusingknitr::rmarkdownon Feb 20 2025.

Last update: 2024-07-29
Started: 2021-08-24

Feature Engineering

Rendered fromfeature-engineering.Rmdusingknitr::rmarkdownon Feb 20 2025.

Last update: 2024-07-29
Started: 2021-08-24

Feature Selection

Rendered fromfeature-selection.Rmdusingknitr::rmarkdownon Feb 20 2025.

Last update: 2023-12-04
Started: 2023-08-23

Hierarchical Forecasting

Rendered fromhierarchical-forecasting.Rmdusingknitr::rmarkdownon Feb 20 2025.

Last update: 2024-07-29
Started: 2021-08-24

Using Individual finnts Forecast Components

Rendered fromforecast-components.Rmdusingknitr::rmarkdownon Feb 20 2025.

Last update: 2024-07-29
Started: 2023-05-08

Models Used in finnts

Rendered frommodels-used-in-finnts.Rmdusingknitr::rmarkdownon Feb 20 2025.

Last update: 2025-02-19
Started: 2021-08-24

Parallel Processing

Rendered fromparallel-processing.Rmdusingknitr::rmarkdownon Feb 20 2025.

Last update: 2024-10-26
Started: 2021-08-24

Quick Start Guide

Rendered fromfinnts.Rmdusingknitr::rmarkdownon Feb 20 2025.

Last update: 2024-07-29
Started: 2021-09-13

Tips for Production

Rendered fromtips-for-production.Rmdusingknitr::rmarkdownon Feb 20 2025.

Last update: 2023-07-17
Started: 2023-05-08

Readme and manuals

Help Manual

Help pageTopics
Ensemble Modelsensemble_models
Final Modelsfinal_models
Finn Forecast Frameworkforecast_time_series
Get Final Forecast Dataget_forecast_data
Get Prepped Dataget_prepped_data
Get Prepped Model Infoget_prepped_models
Get run infoget_run_info
Get Final Trained Modelsget_trained_models
List all available modelslist_models
Prep Dataprep_data
Prep Modelsprep_models
Set up finnts submissionset_run_info
Train Individual Modelstrain_models