WaveletLSTM {WaveletLSTM}

Wavelet Based LSTM Model

Description

Wavelet Based LSTM Model

Usage

WaveletLSTM(
  ts,
  MLag = 12,
  split_ratio = 0.8,
  wlevels = 3,
  epochs = 25,
  LSTM_unit = 20
)

Arguments

ts

Time Series Data

MLag

Maximum Lags

split_ratio

Training and Testing Split

wlevels

Wavelet Levels

epochs

Number of epochs

LSTM_unit

Number of unit in LSTM layer

Value

• Train_actual: Actual train series

• Test_actual: Actual test series

• Train_fitted: Fitted train series

• Test_predicted: Predicted test series

References

Paul, R.K. and Garai, S. (2021). Performance comparison of wavelets-based machine learning technique for forecasting agricultural commodity prices, Soft Computing, 25(20), 12857-12873

Examples

y<-rnorm(100,mean=100,sd=50)
WTSLSTM<-WaveletLSTM(ts=y)