CRAN/E | decompDL

decompDL

Decomposition Based Deep Learning Models for Time Series Forecasting

Installation

About

Hybrid model is the most promising forecasting method by combining decomposition and deep learning techniques to improve the accuracy of time series forecasting. Each decomposition technique decomposes a time series into a set of intrinsic mode functions (IMFs), and the obtained IMFs are modelled and forecasted separately using the deep learning models. Finally, the forecasts of all IMFs are combined to provide an ensemble output for the time series. The prediction ability of the developed models are calculated using international monthly price series of maize in terms of evaluation criteria like root mean squared error, mean absolute percentage error and, mean absolute error. For method details see Choudhary, K. et al. (2023). .

Key Metrics

Version 0.1.0
R ≥ 2.10
Published 2023-12-04 147 days ago
Needs compilation? no
License GPL-3
CRAN checks decompDL results

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Maintainer

Maintainer

Kapil Choudhary

kapiliasri@gmail.com

Authors

Kapil Choudhary

aut / cre

Girish Kumar Jha

aut / ths / ctb

Ronit Jaiswal

ctb

Rajeev Ranjan Kumar

ctb

Material

Reference manual
Package source

macOS

r-release

arm64

r-oldrel

arm64

r-release

x86_64

r-oldrel

x86_64

Windows

r-develnot available

x86_64

r-releasenot available

x86_64

r-oldrelnot available

x86_64

Depends

R ≥ 2.10

Imports

keras
tensorflow
reticulate
tsutils
stats
BiocGenerics
utils
graphics
magrittr
Rlibeemd
TSdeeplearning
VMDecomp