ARIMA: Time series prediction models

Description

Constructors for the modeling class representing a time series modeling and prediction method based on a particular model.

Usage

ARIMA(train_par = list(), pred_par = list(level = c(80, 95)))
ETS(train_par = list(), pred_par = list(level = c(80, 95)))
HW(train_par = list(), pred_par = list(level = c(80, 95)))
TF(train_par = list(), pred_par = list(level = c(80, 95)))
NNET(
  size = 5,
  train_par = NULL,
  pred_par = list(level = c(80, 95)),
  sw = SW(window_len = size + 1),
  proc = list(MM = MinMax())
)
RFrst(
  ntree = 500,
  train_par = NULL,
  pred_par = list(level = c(80, 95)),
  sw = SW(window_len = 6),
  proc = list(MM = MinMax())
)
RBF(
  size = 5,
  train_par = NULL,
  pred_par = list(level = c(80, 95)),
  sw = SW(window_len = size + 1),
  proc = list(MM = MinMax())
)
SVM(
  train_par = NULL,
  pred_par = list(level = c(80, 95)),
  sw = SW(window_len = 6),
  proc = list(MM = MinMax())
)
MLP(
  size = 5,
  train_par = NULL,
  pred_par = list(level = c(80, 95)),
  sw = SW(window_len = size + 1),
  proc = list(MM = MinMax())
)
ELM(
  train_par = list(),
  pred_par = list(),
  sw = SW(window_len = 6),
  proc = list(MM = MinMax())
)
Tensor_CNN(
  train_par = NULL,
  pred_par = list(level = c(80, 95)),
  sw = SW(window_len = 6),
  proc = list(MM = MinMax())
)
Tensor_LSTM(
  train_par = NULL,
  pred_par = list(batch_size = 1, level = c(80, 95)),
  sw = SW(window_len = 6),
  proc = list(MM = MinMax())
)

Arguments

train_par

List of named parameters required by train_func.

pred_par

List of named parameters required by pred_func.

size

See mlp

A SW object regarding sliding windows processing.

proc

A list of processing objects regarding any pre(post)processing needed during training or prediction.

ntree

See randomForest

Value

An object of class modeling.

Linear models

ARIMA: ARIMA model. train_func set as auto.arima and pred_func set as forecast.

ETS: Exponential Smoothing State Space model. train_func set as ets and pred_func set as forecast.

HW: Holt-Winter's Exponential Smoothing model. train_func set as hw and pred_func set as forecast.

TF: Theta Forecasting model. train_func set as thetaf and pred_func set as forecast.

Machine learning models

NNET: Artificial Neural Network model. train_func set as nnet and pred_func set as predict.

RFrst: Random Forest model. train_func set as randomForest and pred_func set as predict.

RBF: Radial Basis Function (RBF) Network model. train_func set as rbf and pred_func set as predict.

SVM: Support Vector Machine model. train_func set as tune.svm and pred_func set as predict.

MLP: Multi-Layer Perceptron (MLP) Network model. train_func set as mlp and pred_func set as predict.

ELM: Extreme Learning Machine (ELM) model. train_func set as elm_train and pred_func set as elm_predict.

Tensor_CNN: Convolutional Neural Network - TensorFlow. train_func based on functions from tensorflow and keras, and pred_func set as predict.

Tensor_LSTM: Long Short Term Memory Neural Networks - TensorFlow. train_func based on functions from tensorflow and keras, and pred_func set as predict.