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

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.


News

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("decomposedPSF")

0.1.3 by Neeraj Bokde, 2 years ago


http://www.neerajbokde.com/


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


Authors: Neeraj Bokde


Documentation:   PDF Manual  


GPL license


Imports PSF, Rlibeemd, forecast, tseries

Suggests knitr, rmarkdown


See at CRAN