finnts: Microsoft Finance Time Series Forecasting Framework

Automated time series forecasting developed by Microsoft Finance. The Microsoft Finance Time Series Forecasting Framework, aka Finn, can be used to forecast any component of the income statement, balance sheet, or any other area of interest by finance. Any numerical quantity over time, Finn can be used to forecast it. While it can be applied outside of the finance domain, Finn want built to meet the needs of financial analysts to better forecast their businesses within a company, and has a lot of built in features that are specific to the needs of financial forecasters. Happy forecasting!

Version: 0.1.1
Depends: R (≥ 3.6.0), modeltime
Imports: cli, Cubist, dials, doParallel, dplyr, earth, foreach, generics, glmnet, gtools, hts, kernlab, lubridate, magrittr, methods, modeltime.gluonts, modeltime.resample, parallel, parsnip, plyr, purrr, recipes, rsample, rules, stringr, tibble, tidyr, tidyselect, timetk, tune, workflows
Suggests: knitr, reactable, rmarkdown, testthat (≥ 3.0.0)
Published: 2022-03-28
Author: Mike Tokic ORCID iD [aut, cre], Aadharsh Kannan ORCID iD [aut]
Maintainer: Mike Tokic <mftokic at gmail.com>
BugReports: https://github.com/microsoft/finnts/issues
License: MIT + file LICENSE
URL: https://microsoft.github.io/finnts/, https://github.com/microsoft/finnts
NeedsCompilation: no
Materials: README NEWS
CRAN checks: finnts results

Documentation:

Reference manual: finnts.pdf
Vignettes: back-testing-and-hyperparameter-tuning
best-model-selection
external-regressors
feature-engineering
quick-start-guide
hierarchical-forecasting
models-used-in-finnts
parallel-processing

Downloads:

Package source: finnts_0.1.1.tar.gz
Windows binaries: r-devel: finnts_0.1.1.zip, r-release: finnts_0.1.1.zip, r-oldrel: finnts_0.1.1.zip
macOS binaries: r-release (arm64): finnts_0.1.1.tgz, r-release (x86_64): finnts_0.1.1.tgz, r-oldrel: finnts_0.1.1.tgz
Old sources: finnts archive

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