arima_ann {hybridts} | R Documentation |
Hybrid ARIMA ANN Forecasting Model
Description
Hybrid ARIMA ANN Forecasting Model
Usage
arima_ann(y, n, PI = FALSE)
Arguments
y |
A numeric vector or time series |
n |
An integer specifying the forecast horizon |
PI |
A logical flag (default = |
Value
The forecast of the time series of size n
is generated along with the optional
output of confidence interval (PI
= TRUE) for the forecast.
References
Zhang, G. P. (2003). Time series forecasting using a hybrid ARIMA and neural network model. Neurocomputing, 50, 159-175.
Chakraborty, T., Ghosh, I., Mahajan, T., & Arora, T. (2022). Nowcasting of COVID-19 confirmed cases: Foundations, trends, and challenges. Modeling, Control and Drug Development for COVID-19 Outbreak Prevention, 1023-1064.
[Package hybridts version 0.1.0 Index]