tsensembler

0.1.0

Dynamic Ensembles for Time Series Forecasting

0packages depend

3Kdownloads / year

0.8%test coverage

11/13checks pass

Overview

About

Maintained by Vitor CerqueiraFirst published 2017-08-285 releasesCRAN page ↗GitHub ↗

A framework for dynamically combining forecasting models for time series forecasting predictive tasks. It leverages machine learning models from other packages to automatically combine expert advice using metalearning and other state-of-the-art forecasting combination approaches. The predictive methods receive a data matrix as input, representing an embedded time series, and return a predictive ensemble model. The ensemble use generic functions 'predict()' and 'forecast()' to forecast future values of the time series. Moreover, an ensemble can be updated using methods, such as 'update_weights()' or 'update_base_models()'. A complete description of the methods can be found in: Cerqueira, V., Torgo, L., Pinto, F., and Soares, C. "Arbitrated Ensemble for Time Series Forecasting." to appear at: Joint European Conference on Machine Learning and Knowledge Discovery in Databases. Springer International Publishing, 2017; and Cerqueira, V., Torgo, L., and Soares, C.: "Arbitrated Ensemble for Solar Radiation Forecasting." International Work-Conference on Artificial Neural Networks. Springer, 2017 doi:10.1007/978-3-319-59153-7_62.

Install

R (CRAN)pak (dev)Ubuntu (r2u)Fedora (COPR)openSUSE (OBS)

install.packages("tsensembler", repos = "https://cloud.r-project.org/")

Installs the current CRAN release. Prebuilt binaries on Windows and macOS.

if (!requireNamespace("pak", quietly = TRUE))
  install.packages("pak", repos = "https://cloud.r-project.org/")
pak::pak("vcerqueira/tsensembler")

Development version from vcerqueira/tsensembler. Installs pak first if it is not already available.

Release

# enable cranapt (r2u) if it is not already set up, then install
grep -rqs r2u.stat.illinois.edu /etc/apt/sources.list /etc/apt/sources.list.d/ \
  || curl -fsSL https://raw.githubusercontent.com/eddelbuettel/r2u/master/inst/scripts/add_cranapt_noble.sh | sudo bash
sudo apt install -y r-cran-tsensembler

Fast Ubuntu binaries via r2u (no compilation). The cranapt setup runs once and is skipped when it is already enabled.

bspm (used by r2u) also needs make: sudo apt install make

# enable the iucar/cran COPR if it is not already present, then install
ls /etc/yum.repos.d/*iucar*cran*.repo >/dev/null 2>&1 \
  || sudo dnf copr enable -y iucar/cran
sudo dnf install -y R-CRAN-tsensembler

RPMs from the iucar/cran COPR, rebuilt from CRAN.

For install.packages() integration in R, also: sudo dnf install R-CoprManager

# add the autoCRAN OBS repo (Tumbleweed) if it is missing, then install
zypper -q lr | grep -qi autoCRAN \
  || sudo zypper addrepo https://download.opensuse.org/repositories/devel:/languages:/R:/autoCRAN/openSUSE_Tumbleweed/devel:languages:R:autoCRAN.repo
sudo zypper install -y R-tsensembler

RPMs auto-built from CRAN on openSUSE OBS (Tumbleweed).

Health

CRAN checks

2NOTE11OK

Failing flavors

NOTE r-devel-linux-x86_64-debian-clang
NOTE r-devel-linux-x86_64-debian-gcc

Slowest check: 4.2 min · r-devel-linux-x86_64-fedora-clang

Code health

Yes

Tests · ratio 0.00

0.8%

Coverage · measured lines

100%

Documentation · exports

Dependencies · direct

Check history

NOTE2026-03-10
12 OK · 2 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE

Documentation

READMEYes · 81 wordsVignettesNopkgdown siteNoNEWSNoCode of conductNoContributing guideNo

Examples that run: 83%
Documented parameters: 100%
Return-value docs: 18%
References docs: 5%

Downloads

CRAN downloads in the past year

Rank #14,620 · ~8/day · ~249/mo

Releases R versions

Daily download trend is not available in this view yet.

17130 days

71390 days

3K1 year

Compare downloads with other packages →

Also on102 r2u2 autocran

Repository

GitHub ↗ vcerqueira/tsensembler

35Stars

14Forks

0Open issues

0Open PRs

0Releases

34Commits

2Contributors

dynamic-ensemblesseries-forecastingensemble

34 commits · Last activity 2020-10-24 · 0% stars, 30d

Stars over time

2024-07-13 · 322026-07-07 · 35

Repository practices

Upstream repositoryBeta

Checks run against github.com/vcerqueira/tsensembler on 2026-07-31.

No development-tooling practices detected in the upstream repository.

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

Dependencies

Declared dependencies

16 external dependencies (excludes base and recommended)

Depends (0)

none

Imports (16)

xts zoo RcppRollmethodsranger glmnet earth kernlab Cubist gbm pls monmlp doParallel foreach xgboost softImpute

LinkingTo (0)

none

Suggests (1)

testthat

Enhances (0)

none

Dependency license breakdown →

Reverse dependencies

0direct

0indirect

Nothing depends on this yet.

Code & Tests

People & History

People (3)

Maintainer (1)

Vitor Cerqueira

Author, Maintainer

Authors (1)

Vitor Cerqueira

Author, Maintainer

Contributors (2)

Carlos Soares

Contributor

Luis Torgo

Contributor

Package Timeline

5 releases. Pick two to compare their code metrics. 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
0.1.0Latest
2020-10-27 · current release · diff ↗
unarchivedReturned to CRAN
2020-10-27
R
R 4.0.0 released · 2020-04-24
archivedRemoved from CRAN
2020-01-16
check issues were not corrected in time 'Additional issues'
0.0.5
2019-07-05 · diff ↗
unarchivedReturned to CRAN
2019-07-05
archivedRemoved from CRAN
2019-05-19
check problems were not corrected in time
R
R 3.6.0 released · 2019-04-26
R
R 3.5.0 released · 2018-04-23
0.0.4
2018-04-13 · diff ↗

Show 3 earlier events

0.0.3
2018-03-10 · diff ↗
0.0.2
2017-08-28
R
R 3.4.0 released · 2017-04-21

Package metadata

First published: 2017-08-28
Total releases: 5 / 9 yrs
License: GPL (>= 2) OSI
Bundled data: 13 KB / 1 file
Download size: 71 KB
Installed size: not tracked yet
With dependencies: not tracked yet

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