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.

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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
InstallationInstall the latest version of this package by entering the following in R:
install.packages("PSF")

Man pages

plot.psf: Plot actual and forecasted values of an univariate time...
predict.psf: Forecasting of univariate time series using a trained PSF...
psf: Train a PSF model from an univariate time series using the...

Functions

convert_datatype Source code
optimum_k Source code
optimum_w Source code
plot.psf Man page Source code
predict.psf Man page Source code
psf Man page Source code
psf_predict Source code

Files

inst
inst/doc
inst/doc/PSF_vignette.Rmd
inst/doc/PSF_vignette.html
inst/doc/PSF_vignette.R
NAMESPACE
R
R/psf.R
R/convert_datatype.R
R/optimum_k.R
R/psf_plot.R
R/psf_predict_internal.R
R/psf_predict.R
R/optimum_w.R
vignettes
vignettes/PSF_vignette.Rmd
MD5
build
build/vignette.rds
DESCRIPTION
man
man/plot.psf.Rd
man/psf.Rd
man/predict.psf.Rd
PSF documentation built on May 29, 2017, 3:32 p.m.