Automatic ARIMA Order Selection Using Spider Monkey Optimization

Implements automatic autoregressive integrated moving average order selection using the Spider Monkey Optimization algorithm. Candidate orders are evaluated using a weighted objective function that combines the Akaike information criterion and root mean square error. Functions support model fitting, forecasting, and forecast accuracy evaluation.


Reference manual

It appears you don't have a PDF plugin for this browser. You can click here to download the reference manual.

install.packages("SMOARIMA")

0.1.1 by Mrinmoy Ray, 2 months ago


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


Authors: Santosha Rathod [aut] , Mrinmoy Ray [aut, cre] , Chiranjit Mazumder [aut] , Vishnu Shankar [aut] , Fasila K. P. [aut] , Sujith Arokiaswamy B. [aut] , Anil Kumar [aut]


Documentation:   PDF Manual  


GPL-3 license


Imports forecast, stats


See at CRAN