(1/2) Microsoft Forecasting Framework for Finance Time Series 🚀
The finnts is an R package from Microsoft for automated forecasting for financial forecast. This includes the following features:
✅ Automated feature engineering and feature selection
✅ Training models with backtesting, scoring, and ranking
✅ Supports more than 25 models for univariate and multivariate time series
✅ Supports daily, weekly, monthly, quarterly, and yearly frequency #RStats#DataScience#forecasting#MachineLearning
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