Package: finnts 0.5.0.9001
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:
finnts_0.5.0.9001.tar.gz
finnts_0.5.0.9001.zip(r-4.5)finnts_0.5.0.9001.zip(r-4.4)finnts_0.5.0.9001.zip(r-4.3)
finnts_0.5.0.9001.tgz(r-4.4-any)finnts_0.5.0.9001.tgz(r-4.3-any)
finnts_0.5.0.9001.tar.gz(r-4.5-noble)finnts_0.5.0.9001.tar.gz(r-4.4-noble)
finnts_0.5.0.9001.tgz(r-4.4-emscripten)finnts_0.5.0.9001.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')) |
Bug tracker:https://github.com/microsoft/finnts/issues
businessdata-sciencefeature-selectionfinancefinntsforecastingmachine-learningmicrosofttime-series
Last updated 25 days agofrom:370d625f83. Checks:OK: 7. Indexed: yes.
Target | Result | Date |
---|---|---|
Doc / Vignettes | OK | Oct 29 2024 |
R-4.5-win | OK | Oct 29 2024 |
R-4.5-linux | OK | Oct 29 2024 |
R-4.4-win | OK | Oct 29 2024 |
R-4.4-mac | OK | Oct 29 2024 |
R-4.3-win | OK | Oct 29 2024 |
R-4.3-mac | OK | Oct 29 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.Rmd
usingknitr::rmarkdown
on Oct 29 2024.Last update: 2024-07-29
Started: 2021-08-24
Best Model Selection
Rendered frombest-model-selection.Rmd
usingknitr::rmarkdown
on Oct 29 2024.Last update: 2024-07-29
Started: 2021-08-24
External Regressors
Rendered fromexternal-regressors.Rmd
usingknitr::rmarkdown
on Oct 29 2024.Last update: 2024-07-29
Started: 2021-08-24
Feature Engineering
Rendered fromfeature-engineering.Rmd
usingknitr::rmarkdown
on Oct 29 2024.Last update: 2024-07-29
Started: 2021-08-24
Feature Selection
Rendered fromfeature-selection.Rmd
usingknitr::rmarkdown
on Oct 29 2024.Last update: 2023-12-04
Started: 2023-08-23
Hierarchical Forecasting
Rendered fromhierarchical-forecasting.Rmd
usingknitr::rmarkdown
on Oct 29 2024.Last update: 2024-07-29
Started: 2021-08-24
Using Individual finnts Forecast Components
Rendered fromforecast-components.Rmd
usingknitr::rmarkdown
on Oct 29 2024.Last update: 2024-07-29
Started: 2023-05-08
Models Used in finnts
Rendered frommodels-used-in-finnts.Rmd
usingknitr::rmarkdown
on Oct 29 2024.Last update: 2024-10-29
Started: 2021-08-24
Parallel Processing
Rendered fromparallel-processing.Rmd
usingknitr::rmarkdown
on Oct 29 2024.Last update: 2024-10-25
Started: 2021-08-24
Quick Start Guide
Rendered fromfinnts.Rmd
usingknitr::rmarkdown
on Oct 29 2024.Last update: 2024-07-29
Started: 2021-09-13
Tips for Production
Rendered fromtips-for-production.Rmd
usingknitr::rmarkdown
on Oct 29 2024.Last update: 2023-07-17
Started: 2023-05-08
Readme and manuals
Help Manual
Help page | Topics |
---|---|
Ensemble Models | ensemble_models |
Final Models | final_models |
Finn Forecast Framework | forecast_time_series |
Get Final Forecast Data | get_forecast_data |
Get Prepped Data | get_prepped_data |
Get Prepped Model Info | get_prepped_models |
Get run info | get_run_info |
Get Final Trained Models | get_trained_models |
List all available models | list_models |
Prep Data | prep_data |
Prep Models | prep_models |
Set up finnts submission | set_run_info |
Train Individual Models | train_models |