warima_arnn: Hybrid WARIMA ARNN Forecasting Model

View source: R/hybrid_ts.R

warima_arnnR Documentation

Hybrid WARIMA ARNN Forecasting Model

Description

Hybrid WARIMA ARNN Forecasting Model

Usage

warima_arnn(y, n, p = 5, q = 5, PI = FALSE, ret_fit = FALSE)

Arguments

y

A numeric vector or time series

n

An integer specifying the forecast horizon

p

An integer indicating the maximum order of AR process. Default is 5.

q

An integer indicating the maximum order of MA process. Default is 5.

PI

A logical flag (default = FALSE) for generating the prediction interval.

ret_fit

A logical flag specifying that the fitted values of the model on the training set should be returned if true, otherwise, false (default)

Value

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

References

  • 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.

Examples

warima_arnn(y = datasets::lynx, n = 3)


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