Forecasting Methods Benchmark
Libra, a forecasting benchmark, automatically evaluates and ranks forecasting methods based on their performance in a diverse set of evaluation scenarios. The benchmark comprises four different use cases, each covering 100 heterogeneous time series taken from different domains.
- Libra is published under GPL v3 here
- A live-demo for using the benchmark is hosted at CodeOcean
- The assembled dataset for this benchmark, which includes 400 time series, is incorporated in this package and is additionally publicly available at Zenodo
In order to use and install this R package, ensure that R (≥ 3.2) is installed.
This package can be installed in R by using the package devtools and the following commands:
For unknown reasons, install_github does not work under all Windows versions. Therefore the package can alternatively be installed in R with the following commands:
remotes::install_url(url="https://github.com/DescartesResearch/ForecastBenchmark/archive/master.zip", INSTALL_opt= "--no-multiarch")