arima_ann: Hybrid ARIMA ANN Forecasting Model

In hybridts: Hybrid Time Series Forecasting Using Error Remodeling Approach

Hybrid ARIMA ANN Forecasting Model

Description

Hybrid ARIMA ANN Forecasting Model

Usage

arima_ann(y, n, PI = FALSE)

Arguments

y	A numeric vector or time series
n	An integer specifying the forecast horizon
PI	A logical flag (default = FALSE) for generating the prediction interval.

Value

The forecast of the time series of size n is generated along with the optional output of confidence interval (PI = TRUE) for the forecast.

References

• Zhang, G. P. (2003). Time series forecasting using a hybrid ARIMA and neural network model. Neurocomputing, 50, 159-175.

• Chakraborty, T., Ghosh, I., Mahajan, T., & Arora, T. (2022). Nowcasting of COVID-19 confirmed cases: Foundations, trends, and challenges. Modeling, Control and Drug Development for COVID-19 Outbreak Prevention, 1023-1064.

hybridts documentation built on April 11, 2023, 5:59 p.m.