echos 1.0.3

New features

• Added reservoir scaling parameter tau to train_esn(), enabling dynamic control of reservoir size.
• Added tune_esn() to tune hyperparameters alpha, rho and tau via time series cross-validation (i.e., rolling forecasts).
• Added S3 methods summary.tune_esn() and plot.tune_esn() to summarize and visualize results from hyperparameter tuning.

Bug fixes

• Fixed train_esn() so n_initial is only auto-set when NULL.

Improvements

• Added input validation for y and inf_crit in train_esn() and levels in forecast_esn().
• Improved documentation

echos 1.0.2

New features

• Added forecast intervals to forecast_esn(), forecast.ESN() and plot.forecast_esn(). Forecast intervals are generated by simulating future sample path based on a moving block bootstrap of the residuals and estimating the quantiles from the simulations.
• Added plot.esn() to visualize the internal states (i.e., the reservoir).
• Added filter_esn() to extract ESN models from a mable.
• Added synthetic_data, a dataset with synthetic time series data as tibble.

Improvements

• Improved documentation
• Added unit tests
• Reduced dependencies