stlTDNN: STL Decomposition and TDNN Hybrid Time Series Forecasting
Implementation of hybrid STL decomposition based time delay neural network model for univariate time series forecasting. For method details see Jha G K, Sinha, K (2014). <doi:10.1007/s00521-012-1264-z>, Xiong T, Li C, Bao Y (2018). <doi:10.1016/j.neucom.2017.11.053>.
Version: |
0.1.0 |
Depends: |
R (≥ 2.10) |
Imports: |
forecast, nnfor |
Published: |
2021-02-24 |
Author: |
Girish Kumar Jha [aut, cre],
Ronit Jaiswal [aut, ctb],
Kapil Choudhary [ctb],
Rajeev Ranjan Kumar [ctb] |
Maintainer: |
Girish Kumar Jha <girish.stat at gmail.com> |
License: |
GPL-3 |
NeedsCompilation: |
no |
CRAN checks: |
stlTDNN results |
Documentation:
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