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 (
You can find a tutorial how to use the package here.
Nikolaos Kourentzes, firstname.lastname@example.org
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.
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