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kaushikrch / rucm

Implementation of Unobserved Components Models (UCM) in R

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Error in predicting future values using UCM (Unobserved Components Model)

#18 MarcoVende opened 2 years ago
0
rucm does not forecast forward with independent variables (not a SSM)

#17 JMB-151i5 opened 3 years ago
0
Forecast has no confidence interval

#16 yehu4ps opened 3 years ago
0
UCM Forecast resulting 0 MAPE in Train period

#15 akhilbhat060890 opened 3 years ago
0
Ran ucm using exogenous variable (multi-variate). How can I get break up by each component i.e effect of Exogenous variable , trend,seasonal dummies. I am actually trying to find fitted values which ignores affect of exogenous variables as I coded outliers as exogenous

#14 RajeshB24 opened 5 years ago
0
Outofsamplepredict

#13 timvink closed 6 years ago
0
Out of sample predict

#12 timvink closed 6 years ago
6
add tol parameter to ucm, closes issue #10

#11 timvink closed 6 years ago
3
Add new parameters to ucm()

#10 timvink closed 6 years ago
2
How to find confidence interval of the predictions?

#9 amritnm closed 7 years ago
1
Multivariate forecast

#8 gururajab opened 7 years ago
7
Trigonometric seasonality

#7 EmmanuelParoissien opened 7 years ago
1
Controlling tolerance parameter in SSModel to control for degenerate models or numerical errors

#6 RajarshiBhadra opened 8 years ago
1
Customizing fitSSM function to incorporate Trust Region Optimization using package trustOptim

#5 RajarshiBhadra opened 8 years ago
0
Modifying Standard Error calculations in ucm function

#4 RajarshiBhadra opened 8 years ago
0
Modifying Standard Error calculations in ucm function

#3 RajarshiBhadra closed 8 years ago
0
Not able to use independent variables in predict.UCM

#2 Nawaz91 closed 6 years ago
1
Trouble defining cycle period

#1 gustavogpf closed 9 years ago
4