Other packages > Find by keyword >

ARMALSTM  

Fitting of Hybrid ARMA-LSTM Models
View on CRAN: Click here


Download and install ARMALSTM package within the R console
Install from CRAN:
install.packages("ARMALSTM")

Install from Github:
library("remotes")
install_github("cran/ARMALSTM")

Install by package version:
library("remotes")
install_version("ARMALSTM", "0.1.0")



Attach the package and use:
library("ARMALSTM")
Maintained by
Debopam Rakshit
[Scholar Profile | Author Map]
All associated links for this package
First Published: 2024-02-28
Latest Update: 2024-02-28
Description:
The real-life time series data are hardly pure linear or nonlinear. Merging a linear time series model like the autoregressive moving average (ARMA) model with a nonlinear neural network model such as the Long Short-Term Memory (LSTM) model can be used as a hybrid model for more accurate modeling purposes. Both the autoregressive integrated moving average (ARIMA) and autoregressive fractionally integrated moving average (ARFIMA) models can be implemented. Details can be found in Box et al. (2015, ISBN: 978-1-118-67502-1) and Hochreiter and Schmidhuber (1997) .
How to cite:
Debopam Rakshit (2024). ARMALSTM: Fitting of Hybrid ARMA-LSTM Models. R package version 0.1.0, https://cran.r-project.org/web/packages/ARMALSTM. Accessed 06 Mar. 2026.
Previous versions and publish date:
No previous versions
Other packages that cited ARMALSTM R package
View ARMALSTM citation profile
Other R packages that ARMALSTM depends, imports, suggests or enhances
Complete documentation for ARMALSTM
Functions, R codes and Examples using the ARMALSTM R package
Full ARMALSTM package functions and examples
Downloads during the last 30 days

Today's Hot Picks in Authors and Packages

mlr3viz  
Visualizations for 'mlr3'
Visualization package of the 'mlr3' ecosystem. It features plots for mlr3 objects such as tasks, le ...
Download / Learn more Package Citations See dependency  
lbfgs  
Limited-memory BFGS Optimization
A wrapper built around the libLBFGS optimization library by Naoaki Okazaki. The lbfgs package implem ...
Download / Learn more Package Citations See dependency  
solitude  
An Implementation of Isolation Forest
Isolation forest is anomaly detection method introduced by the paper Isolation based Anomaly Detecti ...
Download / Learn more Package Citations See dependency  
openxlsx  
Read, Write and Edit xlsx Files
Simplifies the creation of Excel .xlsx files by providing a high level interface to writing, stylin ...
Download / Learn more Package Citations See dependency  
EMVS  
The Expectation-Maximization Approach to Bayesian Variable Selection
An efficient expectation-maximization algorithm for fitting Bayesian spike-and-slab regularization p ...
Download / Learn more Package Citations See dependency  
DatabionicSwarm  
Swarm Intelligence for Self-Organized Clustering
Algorithms implementing populations of agents that interact with one another and sense their environ ...
Download / Learn more Package Citations See dependency  

26,264

R Packages

223,360

Dependencies

70,376

Author Associations

26,265

Publication Badges

© Copyright since 2022. All right reserved, rpkg.net.  Based in Cambridge, Massachusetts, USA