Predictor identifier: Nonparametric PREDiction (NPRED)
The open-source R package NPRED is used to identify the meaningful predictors to the response from a large set of potential predictors.
Software
WASP: Wavelet System Prediction
The open-source software WASP is used for system modeling and prediction.
synthesis: Generate Synthetic Data from Statistical Models
Generate synthetic time series from commonly used statistical models, including linear, nonlinear and chaotic systems.