| ARIMAANN {ARIMAANN} | R Documentation |
ARIMA-ANN hybrid model fitting
Description
The ARIMAANN function fit ARIMA-ANN hybrid model for time series data.
Usage
ARIMAANN(data,h)
Arguments
data |
Input univariate time series (ts) data. |
h |
The forecast horizon. |
Details
This package allows you to fit the ARIMA-ANN hybrid model.
Value
Test_Result |
Checking the suitability of data for hybrid modelling |
ARIMA coefficients |
Coefficients of the fitted ARIMA |
pvalues |
pvalues of the fitted ARIMA model |
ANN Summary |
Summary of the fitted ANN model on residuals obtained from the fitted ARIMA model |
MAPE |
Mean Absolute Percentage Error (MAPE) of the fitted hybrid model |
MSE |
Mean Square Error (MSE) of fitted hybrid model |
fitted |
Fitted values of hybrid model |
forecasted.values |
h step ahead forecasted values employing hybrid model |
Author(s)
Ramasubramanian V., Mrinmoy Ray
References
Zhang, G. P.Time series forecasting using a hybrid ARIMA and neural network model Neurocomputing, 50 (2003), pp. 159-175.
See Also
auto.arima, nnetar
Examples
data=lynx
ARIMAANN(data,5)