tsfgrnn: Time Series Forecasting Using GRNN

A general regression neural network (GRNN) is a variant of a Radial Basis Function Network characterized by a fast single-pass learning. 'tsfgrnn' allows you to forecast time series using a GRNN model Francisco Martinez et al. (2019) <doi:10.1007/978-3-030-20521-8_17> and Weizhong Yan (2012) <doi:10.1109/TNNLS.2012.2198074>. When the forecasting horizon is higher than 1, two multi-step ahead forecasting strategies can be used. The model built is autoregressive, that is, it is only based on the observations of the time series. You can consult and plot how the prediction was done. It is also possible to assess the forecasting accuracy of the model using rolling origin evaluation.

Package details

AuthorMaria Pilar Frias-Bustamante [aut], Ana Maria Martinez-Rodriguez [aut], Antonio Conde-Sanchez [aut], Francisco Martinez [aut, cre]
MaintainerFrancisco Martinez <[email protected]>
LicenseGPL-2
Version0.1.0
URL https://github.com/franciscomartinezdelrio/tsfgrnn
Package repositoryView on CRAN
Installation Install the latest version of this package by entering the following in R:
install.packages("tsfgrnn")

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tsfgrnn documentation built on Dec. 1, 2019, 1:23 a.m.