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What is Overview of forecastML Functions about?

This document provides an overview of the forecastML package, which aims to simplify the process of multi-step time series forecasting using machine learning algorithms. It allows for flexible model building using any ML algorithm while helping users assess forecast accuracy, stability, and generalizability. The package is inspired by research supporting the use of cross-validation for evaluating autoregressive time series forecasts from high-dimensional ML models. It includes functions for filling gaps in

Author

Monica Ionita-Scholz

Language

EN