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hybridts
View on CRAN: Click
here
Download and install hybridts package within the R console
Install from CRAN:
install.packages("hybridts")
Install from Github:
library("remotes")
install_github("cran/hybridts")
Install by package version:
library("remotes")
install_version("hybridts", "0.1.0")
Attach the package and use:
library("hybridts")
Maintained by
Tanujit Chakraborty
[Scholar Profile | Author Map]
[Scholar Profile | Author Map]
All associated links for this package
10.32614/CRAN.package.hybridts . hybridts results . hybridts.pdf . hybridts_0.1.0.tar.gz . hybridts_0.1.0.zip . hybridts_0.1.0.zip . hybridts_0.1.0.zip . hybridts_0.1.0.tgz . hybridts_0.1.0.tgz . hybridts_0.1.0.tgz . hybridts_0.1.0.tgz . hybridts_0.1.0.tgz . hybridts_0.1.0.tgz . https://CRAN.R-project.org/package=hybridts .
First Published: 2023-04-11
Latest Update: 2023-04-11
Description:
Method and tool for generating hybrid time series forecasts using
an error remodeling approach. These forecasting approaches utilize a recursive
technique for modeling the linearity of the series using a linear method
(e.g., ARIMA, Theta, etc.) and then models (forecasts) the residuals of the linear forecaster
using non-linear neural networks (e.g., ANN, ARNN, etc.). The hybrid architectures comprise three steps:
firstly, the linear patterns of the series are forecasted which are followed by an error re-modeling step,
and finally, the forecasts from both the steps are combined to produce the final output. This method additionally
provides the confidence intervals as needed. Ten different models can be implemented using this package.
This package generates different types of hybrid error correction models for time series forecasting
based on the algorithms by Zhang. (2003), Chakraborty et al. (2019), Chakraborty et al. (2020),
Bhattacharyya et al. (2021), Chakraborty et al. (2022), and Bhattacharyya et al. (2022)
.
How to cite:
Tanujit Chakraborty (2023). hybridts: Hybrid Time Series Forecasting Using Error Remodeling Approach. R package version 0.1.0, https://cran.r-project.org/web/packages/hybridts. Accessed 10 Apr. 2025.
Previous versions and publish date:
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Complete documentation for hybridts
Functions, R codes and Examples using
the hybridts R package
Some associated functions: arima_ann . arima_arnn . arima_warima . ets_arnn . rw_ann . rw_arnn . summary_hybridts . theta_ann . theta_arnn . warima_ann . warima_arnn .
Some associated R codes: hybrid_ts.R . Full hybridts package functions and examples
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