nnfor: nnfor:Time Series Forecasting with Neural Networks

In nnfor: Time Series Forecasting with Neural Networks

nnfor:Time Series Forecasting with Neural Networks

Description

The nnfor package provides automatic time series modelling with neural networks. It facilitates fully automatic, semi-manual or fully manual specification of networks, using multilayer perceptrons (mlp) and extreme learning machines (elm).

Note

You can find a tutorial how to use the package here.

Author(s)

Nikolaos Kourentzes, [e-mail]

References

• For an introduction to neural networks see: Ord K., Fildes R., Kourentzes N. (2017) Principles of Business Forecasting 2e. Wessex Press Publishing Co., Chapter 10.

• For ensemble combination operators see: Kourentzes N., Barrow B.K., Crone S.F. (2014) Neural network ensemble operators for time series forecasting. Expert Systems with Applications, 41(9), 4235-4244.

• For variable selection see: Crone S.F., Kourentzes N. (2010) Feature selection for time series prediction – A combined filter and wrapper approach for neural networks. Neurocomputing, 73(10), 1923-1936.

nnfor documentation built on Nov. 15, 2023, 1:09 a.m.