carigaan {CEEMDANML}R Documentation

CEEMDAN Decomposition-Based ARIMA-GARCH-ANN Hybrid Modeling

Description

CEEMDAN Decomposition-Based ARIMA-GARCH-ANN Hybrid Modeling

Usage

carigaan(Y, ratio = 0.9, n_lag = 4)

Arguments

Y

Univariate time series

ratio

Ratio of number of observations in training and testing sets

n_lag

Lag of the provided time series data

Value

References

Examples

Y <- rnorm(100, 100, 10)
result <- carigaan(Y, ratio = 0.8, n_lag = 4)

[Package CEEMDANML version 0.1.0 Index]