MAPA

CRANMAPAMaRDI QIDQ101746

Multiple Aggregation Prediction Algorithm

Author name not available (Why is that?)

Last update: 16 November 2023

Copyright license: No records found.

Software version identifier: 2.0.5, 1.2, 1.3, 1.4, 1.5, 1.6, 1.7, 1.8, 1.9.1, 1.9, 2.0.1, 2.0.2, 2.0.4, 2.0.6

Description

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>.

Cites work

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