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The wavelet and ANN technique have been combined to reduce the effect of data noise. This wavelet-ANN conjunction model is able to forecast time series data with better accuracy than the traditional time series model. This package fits hybrid Wavelet ANN model for time series forecasting using algorithm by Anjoy and Paul (2017) <doi:10.1007/s00521-017-3289-9>.
| Version: | 0.1.2 |
| Imports: | stats, wavelets, fracdiff, forecast, Metrics |
| Published: | 2022-09-08 |
| DOI: | 10.32614/CRAN.package.WaveletANN |
| Author: | Dr. Ranjit Kumar Paul [aut, cre], Dr. Md Yeasin [aut] |
| Maintainer: | Dr. Ranjit Kumar Paul <ranjitstat at gmail.com> |
| License: | GPL-3 |
| NeedsCompilation: | no |
| CRAN checks: | WaveletANN results |
| Reference manual: | WaveletANN.pdf |
| Package source: | WaveletANN_0.1.2.tar.gz |
| Windows binaries: | r-devel: WaveletANN_0.1.2.zip, r-release: WaveletANN_0.1.2.zip, r-oldrel: WaveletANN_0.1.2.zip |
| macOS binaries: | r-release (arm64): WaveletANN_0.1.2.tgz, r-oldrel (arm64): WaveletANN_0.1.2.tgz, r-release (x86_64): WaveletANN_0.1.2.tgz, r-oldrel (x86_64): WaveletANN_0.1.2.tgz |
| Old sources: | WaveletANN archive |
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