utsf 1.2.0
- The estimated forecast accuracy per horizon is also computed
- Now it is possible to use only 1 lag with additive or multiplicative
transformation, if the features are not transformed.
- Now it is possible to transform only the target (and not the
features) with the multiplicative transformation.
- An error is produced if a too large autorregresive lag is used.
- An error is produced in method KNN when k is greater than the size
of the training set.
- A warning is produced when the time series is too short to estimate
forecast accuracy.
utsf 1.1.0
- Improvements in estimation of forecast accuracy with rolling origin
evaluation.
- The way in which preprocessings are specified has changed.
- Method plot.utsf is implemented.
- Linear models (stats::lm) are supported.
utsf 1.0.0