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Time series modelling with neural networks for R: nnfor package

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!

These binaries (installable software) and packages are in development.
They may not be fully stable and should be used with caution. We make no claims about them.
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