Telescope is a hybrid forecasting tool written in R and designed to perform multi-step-ahead forecasts for univariate time series while maintaining a short runtime. The forecasting method is based on STL time series decomposition. To achieve better forecasting results, Telescope uses clustering techniques for categorical information creation and ARIMA, ANN, and XGBoost as forecasting methods. Telescope users can pass a matrix of timestamps and observation values, set the length of the forecasting horizon, and also set various optional parameters.
- under construction, Telescope source will be published soon under GPL v3
- ITISE 2017 Presentation Slides available here