Package: finnts 0.6.0.9051

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_0.6.0.9051.tar.gz
finnts_0.6.0.9051.zip(r-4.7)finnts_0.6.0.9051.zip(r-4.6)finnts_0.6.0.9051.zip(r-4.5)
finnts_0.6.0.9051.tgz(r-4.6-any)finnts_0.6.0.9051.tgz(r-4.5-any)
finnts_0.6.0.9051.tar.gz(r-4.7-any)finnts_0.6.0.9051.tar.gz(r-4.6-any)
finnts_0.6.0.9051.tgz(r-4.6-emscripten)
manual.pdf |manual.html✨
card.svg |card.png
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/docs site:https://microsoft.github.io

On CRAN:

Conda:

agentaibusinessfeature-selectionfinancefinntsforecastingllmmachine-learningmicrosofttime-series

10.18 score 259 stars 42 scripts 835 downloads 57 exports 211 dependencies

Last updated from:e8e3859f01. Checks:7 NOTE, 2 OK. Indexed: yes.

TargetResultTimeFilesSyslog
linux-devel-x86_64NOTE450
source / vignettesOK450
linux-release-x86_64NOTE414
macos-release-arm64NOTE223
macos-oldrel-arm64NOTE179
windows-develNOTE371
windows-releaseNOTE363
windows-oldrelNOTE347
wasm-releaseOK210

Exports:ask_agentchronos_bolt_base_modelchronos_bolt_base_model_fit_implchronos_bolt_base_model_predict_implchronos_bolt_tiny_modelchronos_bolt_tiny_model_fit_implchronos_bolt_tiny_model_predict_implchronos2_modelchronos2_model_fit_implchronos2_model_predict_implcubist_multistepcubist_multistep_fit_implcubist_multistep_predict_implensemble_modelsfinal_modelsfinetune_depthfinetune_stepsforecast_time_seriesget_agent_forecastget_best_agent_runget_eda_dataget_forecast_dataget_prepped_dataget_prepped_modelsget_run_infoget_summarized_modelsget_trained_modelsglmnet_multistepglmnet_multistep_fit_implglmnet_multistep_predict_impliterate_forecastlist_modelsmars_multistepmars_multistep_fit_implmars_multistep_predict_implprep_dataprep_modelsset_agent_infoset_project_infoset_run_infosvm_poly_multistepsvm_poly_multistep_fit_implsvm_poly_multistep_predict_implsvm_rbf_multistepsvm_rbf_multistep_fit_implsvm_rbf_multistep_predict_impltimegpt_modeltimegpt_model_fit_impltimegpt_model_predict_impltimesfm_modeltimesfm_model_fit_impltimesfm_model_predict_impltrain_modelsupdate_forecastxgboost_multistepxgboost_multistep_fit_implxgboost_multistep_predict_impl

Dependencies:abindanytimeaskpassbackportsbase64encBHbigDbitbit64bitopsbroombslibcachemcallrcheckmateclassclicliprclockcodetoolscolorspacecommonmarkconflictedcpp11crayoncrosstalkCubistcurldata.tabledescdiagramdialsDiceDesigndigestdistributionaldoParalleldplyrdygraphsearthevaluateextraDistrfabletoolsfarverfastmapfeastsfontawesomeforcatsforeachforecastFormulafracdifffsfurrrfuturefuture.applyGauProgenericsggdistggplot2ggtimeglmnetglobalsgluegowergridExtragtgtablegtoolshardhathighrhmshtmltoolshtmlwidgetshtshttrhttr2inferinlineipredisobanditeratorsjanitorjquerylibjsonlitejuicyjuicekernlabKernSmoothknitrlabelinglaterlatticelavalazyevallbfgslifecyclelistenvlitedownlmtestloolubridatemagrittrmarkdownMASSMatrixmatrixStatsmemoisemimemixoptmodeldatamodelenvmodeltimenixtlarnlmennetnumDerivopensslotelpadrparallellyparsnippatchworkpillarpkgbuildpkgconfigplotlyplotmoplotrixplyrposteriorprettyunitsprocessxprodlimprogressprogressrpromisesprophetpspurrrquadprogquantmodQuickJSRR6rappdirsRColorBrewerRcppRcppArmadilloRcppEigenRcppParallelRcppRollreactablereactRreadrrecipesreshape2rlangrmarkdownrpartrsamplerstanrstantoolsrstudioapirulesS7sassscalessfdshapeslidersnakecaseSparseMsparsevctrssplitfngrSQUAREMStanHeadersstringistringrsurvivalsystailortensorAtibbletidymodelstidyrtidyselecttimechangetimeDatetimetktinytextseriestsfeaturestsibbleTTRtunetzdburcautf8V8vctrsviridisLitevroomwarpwithrworkflowsworkflowsetsxfunxgboostxml2xtsyamlyardstickzoo

AI Agent Capabilities

Rendered fromai-agent.Rmdusingknitr::rmarkdownon May 26 2026.

Last update: 2026-04-20
Started: 2025-09-08

Back Testing and Hyperparameter Tuning

Rendered fromback-testing-and-hyperparameter-tuning.Rmdusingknitr::rmarkdownon May 26 2026.

Last update: 2025-09-08
Started: 2021-08-24

Best Model Selection

Rendered frombest-model-selection.Rmdusingknitr::rmarkdownon May 26 2026.

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

External Regressors

Rendered fromexternal-regressors.Rmdusingknitr::rmarkdownon May 26 2026.

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

Feature Engineering

Rendered fromfeature-engineering.Rmdusingknitr::rmarkdownon May 26 2026.

Last update: 2026-03-13
Started: 2021-08-24

Feature Selection

Rendered fromfeature-selection.Rmdusingknitr::rmarkdownon May 26 2026.

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

Forecasting with GenAI

Rendered fromforecasting-genai.Rmdusingknitr::rmarkdownon May 26 2026.

Last update: 2026-04-20
Started: 2025-11-03

Hierarchical Forecasting

Rendered fromhierarchical-forecasting.Rmdusingknitr::rmarkdownon May 26 2026.

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

Using Individual finnts Forecast Components

Rendered fromforecast-components.Rmdusingknitr::rmarkdownon May 26 2026.

Last update: 2025-09-08
Started: 2023-05-08

Models Used in finnts

Rendered frommodels-used-in-finnts.Rmdusingknitr::rmarkdownon May 26 2026.

Last update: 2026-04-20
Started: 2021-08-24

Parallel Processing

Rendered fromparallel-processing.Rmdusingknitr::rmarkdownon May 26 2026.

Last update: 2025-09-08
Started: 2021-08-24

Quick Start Guide

Rendered fromfinnts.Rmdusingknitr::rmarkdownon May 26 2026.

Last update: 2026-04-01
Started: 2021-09-13

Tips for Production

Rendered fromtips-for-production.Rmdusingknitr::rmarkdownon May 26 2026.

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