ARIMA-Informed LSTM for Time Series Forecasting

Implements an ARIMA-Informed Long Short-Term Memory (LSTM) framework for univariate time series forecasting. The package integrates statistical information extracted from AutoRegressive Integrated Moving Average (ARIMA) models with deep learning-based LSTM architectures to improve forecasting accuracy, stability, and interpretability. Inspired by the philosophy of Physics-Informed Machine Learning (PIML), the proposed framework incorporates information from classical statistical models into neural network learning, creating a hybrid forecasting approach that combines domain knowledge with data-driven intelligence. The methodology is motivated by hybrid forecasting framework proposed by Yeasin and Paul (2024) .


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install.packages("ARInfoLSTM")

0.1.0 by Ranjit Kumar Paul, 22 days ago


Browse source code at https://github.com/cran/ARInfoLSTM


Authors: Md Yeasin [aut] , Ranjit Kumar Paul [aut, cre] , Pushkar Bora [aut]


Documentation:   PDF Manual  


GPL-3 license


Imports torch, forecast, ggplot2, cli, coro, stats, utils

Suggests testthat


See at CRAN