Takes an univariate time series and the prediction horizon as inputs.

1 |

`data` |
Input univariate time series, in any format (time series (ts), vector, matrix, list, data frame). |

`n.ahead` |
The number of predicted values to be obtained. |

`k` |
The number of clusters, or a vector of candidate values to search for the optimum automatically. |

`w` |
The window size, or a vector of candidate values to search for the optimum automatically. |

`cycle` |
The number of values that conform a cycle in the time series (e.g. 24 hours per day). Only used when input data is not in time series format. |

A list with 3 elements:

`predictions` |
Vector with the resulting predictions |

`k` |
Number of clusters used |

`w` |
Window size used |

1 2 3 4 5 |

Questions? Problems? Suggestions? Tweet to @rdrrHQ or email at ian@mutexlabs.com.

Please suggest features or report bugs with the GitHub issue tracker.

All documentation is copyright its authors; we didn't write any of that.