The forvision package for R

Package intro

The forvision R-package contains tools for forecast evaluation and visualization.

The package is designed for the analysis of point forecasts and prediction intervals provided by alternative methods across many time series. The package supports the analysis of rolling-origin forecasts produced over multiple horizons. The implementation contains tools to access data, explore data, and to evaluate forecasting performance.

This section contains a brief tutorial on the forvision R-package covering these major topics:

• How to prepare & load input data

• How to explore time series and forecasts

• How to measure accuracy and assess the adequacy of interval forecasts

The FORVISION package forecast evaluation cheatsheet is available for download here.

To cite this website, please use the following reference:

Sai, C., Davydenko, A., & Shcherbakov, M. (date). The Forvision Project. Retrieved from https://forvis.github.io/

_{© 2020 Sai, C., Davydenko, A., & Shcherbakov, M. All Rights Reserved. Short sections of text, not exceed two paragraphs, may be quoted without explicit permission, provided that full acknowledgement is given.}