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Microsoft Finance Time Series Forecasting Framework

The Microsoft Finance Time Series Forecasting Framework, aka finnts or Finn, is an automated forecasting framework in R for producing financial forecasts. While it was built for corporate finance activities, it can easily expand to any time series forecasting problem!

*Automated feature engineering, feature selection, back testing, and model selection.

*Access to 25+ models. Both univariate and multivariate models.

*Azure integration to run thousands of time series in parallel within the cloud.

*Supports daily, weekly, monthly, quarterly, and yearly forecasts.

*Handles external regressors, either purely historical or historical+future values.

Github: https://microsoft.github.io/finnts

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3.38K viewsSasan Barak, Feb 25, 2024 at 23:25

Microsoft Finance Time Series Forecasting Framework

The Microsoft Finance Time Series Forecasting Framework, aka finnts or Finn, is an automated forecasting framework in R for producing financial forecasts. While it was built for corporate finance activities, it can easily expand to any time series forecasting problem!

*Automated feature engineering, feature selection, back testing, and model selection.

*Access to 25+ models. Both univariate and multivariate models.

*Azure integration to run thousands of time series in parallel within the cloud.

*Supports daily, weekly, monthly, quarterly, and yearly forecasts.

*Handles external regressors, either purely historical or historical+future values.

Github: https://microsoft.github.io/finnts

BY @machinelearningnet