CRAN/E | WaveletSVR

WaveletSVR

Wavelet-SVR Hybrid Model for Time Series Forecasting

Installation

About

The main aim of this package is to combine the advantage of wavelet and support vector machine models for time series forecasting. This package also gives the accuracy measurements in terms of RMSE and MAPE. This package fits the hybrid Wavelet SVR model for time series forecasting The main aim of this package is to combine the advantage of wavelet and Support Vector Regression (SVR) models for time series forecasting. This package also gives the accuracy measurements in terms of Root Mean Square Error (RMSE) and Mean Absolute Prediction Error (MAPE). This package is based on the algorithm of Raimundo and Okamoto (2018) doi:10.1109/INFOCT.2018.8356851.

Key Metrics

Version 0.1.0
Published 2022-01-06 841 days ago
Needs compilation? no
License GPL-3
CRAN checks WaveletSVR results

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Maintainer

Maintainer

Ranjit Kumar Paul

ranjitstat@gmail.com

Authors

Ranjit Kumar Paul

aut / cre

Md Yeasin

aut

Material

Reference manual
Package source

macOS

r-release

arm64

r-oldrel

arm64

r-release

x86_64

r-oldrel

x86_64

Windows

r-devel

x86_64

r-release

x86_64

r-oldrel

x86_64

Imports

stats
wavelets
fracdiff
forecast
e1071
tsutils