AutoCast: Automated Bayesian Forecasting with YourCast
Repository URL:
http://r.iq.harvard.edu/src/contrib/ Authors: Jonathan Bischof, Gary King, and Samir Soneji
AutoCast is a streamlined and user-friendly version of the YourCast forecasting software which focuses on generating forecasts for multiple groups over time in a single geographic region. In general, prior parameters for the smoothness of forecasts across groups and time cannot be interpreted intuitively, and it is difficult to anticipate how different levels of smoothness priors interact to produce varying degrees of smoothness and prediction error in the resulting forecasts. AutoCast allows users to address these tradeoffs directly by varying prior parameters across a range of values and measuring how well the model produces smooth forecasts and predicts future observations in a validation exercise.
- Documentation: Download PDF
- All questions, bugs and requests: AutoCast Mailing List
- License: Creative Commons Attribution- Noncommercial-No Derivative Works 3.0 License, for academic use only.
Recommended Release
| Release | Package | Date | |
|---|---|---|---|
| 0.1-10 | Download (981.89 KB) | Release info | Mar 18 2011 |
Recent Releases
| Release | Package | Date | |
|---|---|---|---|
| 0.1-8 | Download (981.89 KB) | Release info | Mar 18 2011 |
| 0.1-7 | Download (981.71 KB) | Release info | Mar 2 2011 |
| 0.1-6 | Download (981.8 KB) | Release info | Mar 2 2011 |
| 0.1-5 | Download (981.83 KB) | Release info | Mar 1 2011 |
| 0.1-4 | Download (982.31 KB) | Release info | Feb 23 2011 |
