Time
series modelling with neural networks for R: nnfor package
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Development repository for the nnfor package for R. Stable version
available on CRAN.
Installing
To install the development version use:
if (!require("devtools")){install.packages("devtools")}
devtools::install_github("trnnick/nnfor")
Otherwise, install the stable version from CRAN:
install.packages("nnfor")
Tutorial
You can find a tutorial on using nnfor for time series forecasting here.
Author
Nikolaos Kourentzes - (http://nikolaos.kourentzes.com/)
References
- For an introduction to neural networks see for time series
forecasting 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.
License
This project is licensed under the GPL3 License
Happy forecasting!