setartree
0.2.1SETAR-Tree - A Novel and Accurate Tree Algorithm for Global Time Series Forecasting
Overview
The implementation of a forecasting-specific tree-based model that is in particular suitable for global time series forecasting, as proposed in Godahewa et al. (2022) arXiv:2211.08661v1. The model uses the concept of Self Exciting Threshold Autoregressive (SETAR) models to define the node splits and thus, the model is named SETAR-Tree. The SETAR-Tree uses some time-series-specific splitting and stopping procedures. It trains global pooled regression models in the leaves allowing the models to learn cross-series information. The depth of the tree is controlled by conducting a statistical linearity test as well as measuring the error reduction percentage at each node split. Thus, the SETAR-Tree requires minimal external hyperparameter tuning and provides competitive results under its default configuration. A forest is developed by extending the SETAR-Tree. The SETAR-Forest combines the forecasts provided by a collection of diverse SETAR-Trees during the forecasting process.
Install
Health
- NOTE r-devel-linux-x86_64-debian-clang
- NOTE r-devel-linux-x86_64-debian-gcc
- NOTE2026-03-1012 OK · 2 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE
Documentation
- Examples that run
- 43%
- Documented parameters
- 100%
- Return-value docs
- 67%
- References docs
- 44%
Downloads
Repository
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Repository practices
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Checks run against github.com/rakshitha123/setartree on 2026-08-16.
Dependencies
Nothing depends on this yet.
Code & Tests
Datasets
People & History
3 releases. Pick two to compare their code metrics. R releases are shown for context.
- RR 4.6.0 released · 2026-04-24
- RR 4.5.0 released · 2025-04-11
- RR 4.4.0 released · 2024-04-24
- 0.2.1Latest
- 0.2.02023-08-21 · diff ↗
- RR 4.3.0 released · 2023-04-21
- 0.1.02023-02-22
- RR 4.2.0 released · 2022-04-22
Package metadata
- First published
- 2023-02-22
- Total releases
- 3 / 3 yrs
- License
- MIT + file LICENSE OSI
- Minimum R
- ≥ 3.5.0
- Bundled data
- 83 KB / 3 files
- Download size
- 109 KB
- Installed size
- not tracked yet
- With dependencies
- not tracked yet
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