Predicting forex rates with high accuracy using MCMC with Bayesian structural time-series
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Updated
Oct 3, 2020 - R
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bsts
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R package consisting of functions and tools to facilitate the use of traditional time series and machine learning models to generate forecasts on univariate or multvariate data. Different backtesting scenarios are available to identify the best performing models.
machine-learning multivariate-data backtesting stl-model arima-model bsts keras-lstm time-series-forecasting h2o-automl univariate-data ets-model
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Updated
Jan 29, 2020 - R
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