Package: finnts 0.4.0.9006

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]

finnts_0.4.0.9006.tar.gz
finnts_0.4.0.9006.zip(r-4.5)finnts_0.4.0.9006.zip(r-4.4)finnts_0.4.0.9006.zip(r-4.3)
finnts_0.4.0.9006.tgz(r-4.4-any)finnts_0.4.0.9006.tgz(r-4.3-any)
finnts_0.4.0.9006.tar.gz(r-4.5-noble)finnts_0.4.0.9006.tar.gz(r-4.4-noble)
finnts_0.4.0.9006.tgz(r-4.4-emscripten)finnts_0.4.0.9006.tgz(r-4.3-emscripten)
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'))

Peer review:

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

On CRAN:

businessdata-sciencefeature-selectionfinancefinntsforecastingmachine-learningmicrosofttime-series

31 exports 183 stars 5.38 score 206 dependencies 39 scripts 531 downloads

Last updated 1 months agofrom:e54ff28e17. Checks:OK: 7. Indexed: yes.

TargetResultDate
Doc / VignettesOKSep 12 2024
R-4.5-winOKSep 12 2024
R-4.5-linuxOKSep 12 2024
R-4.4-winOKSep 12 2024
R-4.4-macOKSep 12 2024
R-4.3-winOKSep 12 2024
R-4.3-macOKSep 12 2024

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.applygenericsggdistggplot2glmnetglobalsgluegowerGPfitgridExtragtgtablegtoolshardhathighrhmshtmltoolshtmlwidgetshtshttrinferinlineipredisobanditeratorsjanitorjquerylibjsonlitejuicyjuicekernlabKernSmoothknitrlabelinglaterlatticelavalazyevallhslifecyclelistenvlmtestloolubridatemagrittrmarkdownMASSMatrixmatrixStatsmemoisemgcvmimemodeldatamodelenvmodeltimemunsellnlmennetnumDerivopensslpadrparallellyparsnippatchworkpillarpkgbuildpkgconfigplotlyplotmoplotrixplyrposteriorprettyunitsprocessxprodlimprogressprogressrpromisesprophetpspurrrquadprogquantmodQuickJSRR6rappdirsRColorBrewerRcppRcppArmadilloRcppEigenRcppParallelRcppRollreactablereactRreadrrecipesreshape2rlangrmarkdownrpartrsamplerstanrstantoolsrstudioapirulessassscalessfdshapeslidersnakecaseSparseMSQUAREMStanHeadersstringistringrsurvivalsystensorAtibbletidymodelstidyrtidyselecttimechangetimeDatetimetktinytextseriestsfeaturestsibbleTTRtunetzdburcautf8V8vctrsviridisLitevroomwarpwithrworkflowsworkflowsetsxfunxgboostxml2xtsyamlyardstickzoo

Back Testing and Hyperparameter Tuning

Rendered fromback-testing-and-hyperparameter-tuning.Rmdusingknitr::rmarkdownon Sep 12 2024.

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

Best Model Selection

Rendered frombest-model-selection.Rmdusingknitr::rmarkdownon Sep 12 2024.

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

External Regressors

Rendered fromexternal-regressors.Rmdusingknitr::rmarkdownon Sep 12 2024.

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

Feature Engineering

Rendered fromfeature-engineering.Rmdusingknitr::rmarkdownon Sep 12 2024.

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

Feature Selection

Rendered fromfeature-selection.Rmdusingknitr::rmarkdownon Sep 12 2024.

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

Hierarchical Forecasting

Rendered fromhierarchical-forecasting.Rmdusingknitr::rmarkdownon Sep 12 2024.

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

Using Individual finnts Forecast Components

Rendered fromforecast-components.Rmdusingknitr::rmarkdownon Sep 12 2024.

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

Models Used in finnts

Rendered frommodels-used-in-finnts.Rmdusingknitr::rmarkdownon Sep 12 2024.

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

Parallel Processing

Rendered fromparallel-processing.Rmdusingknitr::rmarkdownon Sep 12 2024.

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

Quick Start Guide

Rendered fromfinnts.Rmdusingknitr::rmarkdownon Sep 12 2024.

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

Tips for Production

Rendered fromtips-for-production.Rmdusingknitr::rmarkdownon Sep 12 2024.

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