Probabilistic multivariate time series forecasting using a variational sequence-to-sequence model with Lambda-style temporal aggregation. Provides transformations, uncertainty estimates, diagnostics, and publication-ready plots.
| Version: | 2.0.0 |
| Depends: | R (≥ 4.1.0) |
| Imports: | ggplot2, torch |
| Suggests: | knitr, rmarkdown, testthat (≥ 3.0.0) |
| Published: | 2026-09-07 |
| DOI: | 10.32614/CRAN.package.lambdaTS |
| Author: | Giancarlo Vercellino [aut, cre] |
| Maintainer: | Giancarlo Vercellino <giancarlo.vercellino at gmail.com> |
| License: | GPL-3 |
| NeedsCompilation: | no |
| Materials: | NEWS |
| CRAN checks: | lambdaTS results |
| Reference manual: | lambdaTS.html , lambdaTS.pdf |
| Vignettes: |
lambdaTS 2.0: probabilistic multivariate forecasting (source, R code) |
| Package source: | lambdaTS_2.0.0.tar.gz |
| Windows binaries: | r-devel: lambdaTS_1.1.zip, r-release: lambdaTS_1.1.zip, r-oldrel: lambdaTS_1.1.zip |
| macOS binaries: | r-release (arm64): lambdaTS_1.1.tgz, r-oldrel (arm64): lambdaTS_1.1.tgz, r-release (x86_64): lambdaTS_1.1.tgz, r-oldrel (x86_64): lambdaTS_1.1.tgz |
| Old sources: | lambdaTS archive |
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