Package: opera 1.2.2

opera: Online Prediction by Expert Aggregation

Misc methods to form online predictions, for regression-oriented time-series, by combining a finite set of forecasts provided by the user. See Cesa-Bianchi and Lugosi (2006) <doi:10.1017/CBO9780511546921> for an overview.

Authors:Pierre Gaillard [cre, aut], Yannig Goude [aut], Laurent Plagne [ctb], Thibaut Dubois [ctb], Benoit Thieurmel [ctb]

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opera.pdf |opera.html✨
opera/json (API)
NEWS

# Install 'opera' in R:

install.packages('opera', repos = c('https://dralliag.r-universe.dev', 'https://cloud.r-project.org'))

Bug tracker:https://github.com/dralliag/opera/issues

Datasets:

electric_load - Electricity forecasting data set

On CRAN:

7.54 score 51 stars 1 packages 76 scripts 308 downloads 6 exports 36 dependencies

Last updated 16 days agofrom:c961dbad89. Checks:OK: 5 NOTE: 2. Indexed: yes.

Target	Result	Date
Doc / Vignettes	OK	Nov 07 2024
R-4.5-win	NOTE	Nov 07 2024
R-4.5-linux	NOTE	Nov 07 2024
R-4.4-win	OK	Nov 07 2024
R-4.4-mac	OK	Nov 07 2024
R-4.3-win	OK	Nov 07 2024
R-4.3-mac	OK	Nov 07 2024

Exports:blockToSeries FTRL loss mixture oracle seriesToBlock

Dependencies:alabama base64enc bslib cachem cli data.table digest evaluate fastmap fontawesome fs glue highr htmltools htmlwidgets jquerylib jsonlite knitr lattice lifecycle memoise mime numDeriv pipeR R6 rAmCharts rappdirs rbibutils Rdpack rlang rmarkdown sass tinytex xfun yaml zoo

Hierarchical Forecasting with Opera

Yannig Goude

Rendered fromregional_forecasting.Rmdusingknitr::rmarkdownon Nov 07 2024.

Last update: 2024-11-06
Started: 2021-11-23

opera package

Pierre Gaillard and Yannig Goude

Rendered fromopera-vignette.Rmdusingknitr::rmarkdownon Nov 07 2024.

Last update: 2021-11-24
Started: 2015-09-25

Citation

Development and contributors

Readme and manuals

Help Manual

Help page	Topics
Function to check validy of provided loss function	check_loss
Function to check and modify the input class and type	check_matrix
Electricity forecasting data set	electric_load
Implementation of FTRL (Follow The Regularized Leader)	FTRL
Errors suffered by a sequence of predictions	loss
Compute an aggregation rule	mixture print.mixture summary.mixture
Compute oracle predictions	oracle
Functions to render dynamic mixture graphs using rAmCharts	boxplot_weights plot_avg_loss plot_contrib plot_cumul_res plot_dyn_avg_loss plot_ridge_weights plot_weights
Plot an object of class mixture	plot.mixture
Plot an aggregation procedure	plot.oracle
Functions to render dynamic oracle graphs using rAmCharts	plt_oracle_convex
Predict method for Mixture models	predict.mixture
Convert a 1-dimensional series to blocks	blockToSeries seriesToBlock