# --------------------------------------------
# CITATION file created with {cffr} R package
# See also: https://docs.ropensci.org/cffr/
# --------------------------------------------
 
cff-version: 1.2.0
message: 'To cite package "wired" in publications use:'
type: software
license: GPL-3.0-only
title: 'wired: Weighted Adaptive Prediction with Structured Dependence'
version: 1.0.1
doi: 10.32614/CRAN.package.wired
abstract: 'Builds a joint probabilistic forecast across series and horizons using
  adaptive copulas (Gaussian/t) with shrinkage-repaired correlations. At the low level
  it calls a probabilistic mixer per series and horizon, which backtests several simple
  predictors, predicts next-window Continuous Ranked Probability Score (CRPS), and
  converts those scores into softmax weights to form a calibrated mixture (r/q/p/dfun).
  The mixer blends eight simple predictors: a naive predictor that wraps the last
  move in a PERT distribution; an arima predictor using auto.arima for one-step forecasts;
  an Exponentially Weighted Moving Average (EWMA) gaussian predictor with mean/variance
  under a Gaussian; a historical bootstrap predictor that resamples past horizon-aligned
  moves; a drift residual bootstrap predictor combining linear trend with bootstrapped
  residuals; a volatility-scaled naive predictor centering on the last move and scaling
  by recent volatility; a robust median mad predictor using median/MAD with Laplace
  or Normal shape; and a shrunk quantile predictor that fits a few quantile regressions
  over time and interpolates to a full predictive. The function then couples the per-series
  mixtures on a common transform (additive/multiplicative/log-multiplicative), simulates
  coherent draws, and returns both transformed- and level-scale samplers and summaries.'
authors:
- family-names: Vercellino
  given-names: Giancarlo
  email: giancarlo.vercellino@gmail.com
repository: https://pigian.r-universe.dev
commit: 45b7db605e69154edef90022bb1a8e806938a672
url: https://rpubs.com/giancarlo_vercellino/wired
date-released: '2026-04-13'
contact:
- family-names: Vercellino
  given-names: Giancarlo
  email: giancarlo.vercellino@gmail.com