Package: tsfgrnn 1.0.5

tsfgrnn: Time Series Forecasting Using GRNN

A general regression neural network (GRNN) is a variant of a Radial Basis Function Network characterized by a fast single-pass learning. 'tsfgrnn' allows you to forecast time series using a GRNN model Francisco Martinez et al. (2019) <doi:10.1007/978-3-030-20521-8_17> and Francisco Martinez et al. (2022) <doi:10.1016/j.neucom.2021.12.028>. When the forecasting horizon is higher than 1, two multi-step ahead forecasting strategies can be used. The model built is autoregressive, that is, it is only based on the observations of the time series. You can consult and plot how the prediction was done. It is also possible to assess the forecasting accuracy of the model using rolling origin evaluation.

Authors:Maria Pilar Frias-Bustamante [aut], Ana Maria Martinez-Rodriguez [aut], Antonio Conde-Sanchez [aut], Francisco Martinez [aut, cre]

tsfgrnn_1.0.5.tar.gz
tsfgrnn_1.0.5.zip(r-4.5)tsfgrnn_1.0.5.zip(r-4.4)tsfgrnn_1.0.5.zip(r-4.3)
tsfgrnn_1.0.5.tgz(r-4.4-x86_64)tsfgrnn_1.0.5.tgz(r-4.4-arm64)tsfgrnn_1.0.5.tgz(r-4.3-x86_64)tsfgrnn_1.0.5.tgz(r-4.3-arm64)
tsfgrnn_1.0.5.tar.gz(r-4.5-noble)tsfgrnn_1.0.5.tar.gz(r-4.4-noble)
tsfgrnn_1.0.5.tgz(r-4.4-emscripten)tsfgrnn_1.0.5.tgz(r-4.3-emscripten)
tsfgrnn.pdf |tsfgrnn.html
tsfgrnn/json (API)
NEWS

# Install 'tsfgrnn' in R:
install.packages('tsfgrnn', repos = c('https://franciscomartinezdelrio.r-universe.dev', 'https://cloud.r-project.org'))

Peer review:

Bug tracker:https://github.com/franciscomartinezdelrio/tsfgrnn/issues

Uses libs:
  • c++– GNU Standard C++ Library v3

On CRAN:

4.81 score 8 stars 16 scripts 251 downloads 5 exports 29 dependencies

Last updated 9 months agofrom:3dea6b4fa4. Checks:OK: 9. Indexed: yes.

TargetResultDate
Doc / VignettesOKOct 12 2024
R-4.5-win-x86_64OKOct 12 2024
R-4.5-linux-x86_64OKOct 12 2024
R-4.4-win-x86_64OKOct 12 2024
R-4.4-mac-x86_64OKOct 12 2024
R-4.4-mac-aarch64OKOct 12 2024
R-4.3-win-x86_64OKOct 12 2024
R-4.3-mac-x86_64OKOct 12 2024
R-4.3-mac-aarch64OKOct 12 2024

Exports:grnn_examplesgrnn_forecastinggrnn_weightsplot_examplerolling_origin

Dependencies:clicolorspacefansifarverggplot2gluegtableisobandlabelinglatticelifecyclemagrittrMASSMatrixmgcvmunsellnlmepillarpkgconfigR6RColorBrewerRcpprlangscalestibbleutf8vctrsviridisLitewithr

Time Series Forecasting with GRNN in R: the tsfgrnn Package

Rendered fromtsfgrnn.Rmdusingknitr::rmarkdownon Oct 12 2024.

Last update: 2021-04-05
Started: 2019-10-31