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decomposedPSF (version 0.1.3)

Time Series Prediction with PSF and Decomposition Methods (EMD and EEMD)

Description

Predict future values with hybrid combinations of Pattern Sequence based Forecasting (PSF), Autoregressive Integrated Moving Average (ARIMA), Empirical Mode Decomposition (EMD) and Ensemble Empirical Mode Decomposition (EEMD) methods based hybrid methods.

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Version

Install

install.packages('decomposedPSF')

Monthly Downloads

215

Version

0.1.3

License

GPL

Maintainer

Neeraj Bokde

Last Published

July 9th, 2017

Functions in decomposedPSF (0.1.3)

eemdarima

Function to predict with EEMD-ARIMA model
eemdpsf

Function to predict with EEMD-PSF model
emdpsf

Function to predict with EMD-PSF model
emdpsfarima

Function to predict with EMD-PSF,ARIMA model
lpsf

Function to restrict the legth of dataset in multiples of 24
eemdpsfarima

Function to predict with EEMD-PSF,ARIMA model
emdarima

Function to predict with EMD-ARIMA model