demonejackson/CoFES_SNARX: Seasonal NARX via Keras

The CoFES Seasonal NARX (SNARX) package offers a ARMA(P,0)$_s$ inspired seasonal version of the traditional Nonlinear Autoregressive Neural Network with Exegenous variables (NARX) first introduced by Lin et al (1996). This SNARX model allows users to add P seasonally lagged version of the original target time series as an regressor in the traditional NARX model.

install.packages("remotes")
remotes::install_github("demonejackson/CoFES_SNARX")