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PSF: Forecasting of Univariate Time Series Using the Pattern Sequence-Based Forecasting (PSF) Algorithm
Pattern Sequence Based Forecasting (PSF) takes univariate time series data as input and assist to forecast its future values. This algorithm forecasts the behavior of time series based on similarity of pattern sequences. Initially, clustering is done with the labeling of samples from database. The labels associated with samples are then used for forecasting the future behaviour of time series data. The further technical details and references regarding PSF are discussed in Vignette.
Browse package contents
Package details |
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| Author | Neeraj Bokde, Gualberto Asencio-Cortes and Francisco Martinez-Alvarez |
| Maintainer | Neeraj Bokde <neerajdhanraj@gmail.com> |
| License | GPL (>= 2) |
| Version | 0.5 |
| URL | https://www.neerajbokde.in/viggnette/2021-10-13-PSF/ |
| Package repository | View on CRAN |
| Installation |
Install the latest version of this package by entering the following in R:
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