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ForeCA

0.2.7

Forecastable Component Analysis

0packages depend
5.1Kdownloads / year
83.2%test coverage
0/13checks pass

Overview

About
Maintained by Georg M. GoergFirst published 2012-05-219 releasesCRAN page ↗GitHub ↗

Implementation of Forecastable Component Analysis ('ForeCA'), including main algorithms and auxiliary function (summary, plotting, etc.) to apply 'ForeCA' to multivariate time series data. 'ForeCA' is a novel dimension reduction (DR) technique for temporally dependent signals. Contrary to other popular DR methods, such as 'PCA' or 'ICA', 'ForeCA' takes time dependency explicitly into account and searches for the most ''forecastable'' signal. The measure of forecastability is based on the Shannon entropy of the spectral density of the transformed signal.

Install

Health

CRAN checks
13NOTE
Failing flavors
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Slowest check: 5.0 min · r-devel-linux-x86_64-fedora-clang
Check history
  • NOTE2026-03-30
    0 OK · 14 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE
  • ERROR2026-03-10
    0 OK · 13 NOTE · 0 WARNING · 1 ERROR · 0 FAILURE

Documentation

Documentation signals are not tracked yet for this package.

Downloads

5.1K
CRAN downloads in the past year
Rank #8,778 · ~14/day · ~423/mo
ForeCA
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38130 days
1.2K90 days
5.1K1 year
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Repository

Repository
16Stars
5Forks
0Open issues
0Open PRs
0Releases
24Commits
1Contributors
spectrumdimensionality-reductiontime-seriesforecastingblind-source-separationmultivariate-timeseriestime-series-analysissignal-processing
24 commits · Last activity 2020-07-03 · 0% stars, 30d

Repository practices

Upstream repositoryBeta

Checks run against github.com/gmgeorg/foreca on 2026-07-19.

No development-tooling practices detected in the upstream repository.

How this is detected·Detection ruleset v1 (2026-07-18)

Dependencies

Declared dependencies
8 external dependencies (excludes base and recommended)
Depends (1)
R >= 3.5.0
Imports (5)
astsaMASSgraphicsreshape2utils
LinkingTo (0)
none
Enhances (0)
none
Reverse dependencies
0direct
0indirect

Nothing depends on this yet.

Code & Tests

People & History

People (1)
Maintainer (1)
Author, Maintainer
Authors (1)
Author, Maintainer
Package Timeline

9 releases. R releases are shown for context.

  • R
    R 4.6.0 released · 2026-04-24
  • R
    R 4.5.0 released · 2025-04-11
  • R
    R 4.4.0 released · 2024-04-24
  • R
    R 4.3.0 released · 2023-04-21
  • R
    R 4.2.0 released · 2022-04-22
  • R
    R 4.1.0 released · 2021-05-18
  • 0.2.7Latest
    2020-06-29 · current release · diff ↗
  • unarchivedReturned to CRAN
    2020-06-29
  • archivedRemoved from CRAN
    2020-06-09
    required 'ifultools' Which was orphaned and is now archived
  • 0.2.6
    2020-05-11 · diff ↗
  • R
    R 4.0.0 released · 2020-04-24
  • R
    R 3.6.0 released · 2019-04-26
  • R
    R 3.5.0 released · 2018-04-23
  • R
    R 3.4.0 released · 2017-04-21
  • R
    R 3.3.0 released · 2016-05-03
  • 0.2.4
    2016-03-30 · diff ↗
Show 10 earlier events
  • 0.2.2
    2015-04-29 · diff ↗
  • R
    R 3.2.0 released · 2015-04-16
  • 0.2.0
    2015-02-20 · diff ↗
  • R
    R 3.1.0 released · 2014-04-10
  • 0.1
    2014-03-03 · diff ↗
  • R
    R 3.0.0 released · 2013-04-03
  • 0.0.9
    2012-12-12 · diff ↗
  • 0.0.8.1
    2012-12-11 · diff ↗
  • 0.0.1
    2012-05-21
  • R
    R 2.15.0 released · 2012-03-30

Package metadata

First published
2012-05-21
Total releases
9 / 14 yrs
License
GPL-2 OSI
Download size
310 KB
Installed size
not tracked yet
With dependencies
not tracked yet
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