PSF: Forecasting of Univariate Time Series Using the Pattern Sequence-Based Forecasting (PSF) Algorithm
Version 0.4

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.

Package details

AuthorNeeraj Bokde, Gualberto Asencio-Cortes and Francisco Martinez-Alvarez
Date of publication2017-04-23 18:13:50 UTC
MaintainerNeeraj Bokde <neerajdhanraj@gmail.com>
LicenseGPL (>= 2)
Version0.4
URL http://www.neerajbokde.com/cran/psf
Package repositoryView on CRAN
Installation Install the latest version of this package by entering the following in R:
install.packages("PSF")

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PSF documentation built on May 29, 2017, 3:32 p.m.