MAPA: Multiple Aggregation Prediction Algorithm

Nikolaos Kourentzes, Fotios Petropoulos

Research output: Non-textual formSoftware

Abstract

Functions and wrappers for using the Multiple Aggregation Prediction Algorithm (MAPA) for time series forecasting. MAPA models and forecasts time series at multiple temporal aggregation levels, thus strengthening and attenuating the various time series components for better holistic estimation of its structure. For details see Kourentzes et al. (2014) <doi:10.1016/j.ijforecast.2013.09.006>.
Original languageEnglish
Media of outputOnline
Publication statusPublished - 24 Mar 2014

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Keywords

  • R statistical software
  • R package

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