Welcome
Welcome to the nopredict
website, the new home of the tsmodels packages and blog.
The tsmodels framework is a set of R packages with common calling conventions and outputs aimed at the estimation, prediction and simulation of timeseries using classical and explainable statistical models.
The packages are hosted on github in the tsmodels repo and slowly being released to CRAN.
Vignettes of the packages are hosted here, and a blog is also available with some interesting examples. Currently many of the packages are in the process of being re-written and their vignettes will appear here once the process is completed.
A new github org for python models is also in the works (see updates
section).
There are no fancy machine learning or other black box models here. Only classical statistical models with well established properties and explainable dynamics.