stlARIMA: STL Decomposition and ARIMA Hybrid Forecasting Model

Univariate time series forecasting with STL decomposition based auto regressive integrated moving average (ARIMA) hybrid model. For method details see Xiong T, Li C, Bao Y (2018). <doi:10.1016/j.neucom.2017.11.053>.

Getting started

Package details

AuthorRonit Jaiswal [aut, cre], Girish Kumar Jha [aut, ctb], Rajeev Ranjan Kumar [ctb], Kapil Choudhary [ctb]
MaintainerRonit Jaiswal <ronitjaiswal2912@gmail.com>
LicenseGPL-3
Version0.1.0
Package repositoryView on CRAN
Installation Install the latest version of this package by entering the following in R:
install.packages("stlARIMA")

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stlARIMA documentation built on Aug. 16, 2021, 9:06 a.m.