MAPA: Multiple Aggregation Prediction Algorithm

Nikolaos Kourentzes; Fotios Petropoulos

MAPA: Multiple Aggregation Prediction Algorithm

Nikolaos Kourentzes, Fotios Petropoulos

Management

Lancaster University

Research output: Non-textual form › Software

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 language	English
Media of output	Online
Publication status	Published - 24 Mar 2014

Keywords

R statistical software
R package

Access to Document

https://cran.r-project.org/web/packages/MAPA/index.htmlLicence: Creative Commons GNU GPL (Software)

High Performance Computing (HPC) Facility
Chapman, S. (Manager)
University of Bath
Facility/equipment: Facility

Cite this

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title = "MAPA: Multiple Aggregation Prediction Algorithm",

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) .",

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T1 - MAPA: Multiple Aggregation Prediction Algorithm

AU - Kourentzes, Nikolaos

AU - Petropoulos, Fotios

PY - 2014/3/24

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N2 - 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) .

AB - 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) .

KW - R statistical software

KW - R package

M3 - Software

ER -

MAPA: Multiple Aggregation Prediction Algorithm

Abstract

Keywords

Access to Document

Fingerprint

Equipment

High Performance Computing (HPC) Facility

Cite this