mlp.thief {nnfor}R Documentation

MLP network for THieF.

Description

Function for MLP forecasting with Temporal Hierarchies.

Usage

mlp.thief(y, h = NULL, ...)

Arguments

y

Input time series. Can be ts or msts object.

h

Forecast horizon. If NULL then h is set to match frequency of time series.

...

Additional arguments passed to mlp.

Value

An object of classes "forecast.net" and "forecast". The function plot produces a plot of the forecasts. An object of class "forecast.net" is a list containing the following elements:

Note

This function is created to work with Temporal Hierarchied (thief package). For conventional MLP networks use mlp.

Author(s)

Nikolaos Kourentzes, nikolaos@kourentzes.com

References

See Also

mlp, elm.thief.

Examples

## Not run: 
  library(thief)
  frc <- thief(AirPassengers,forecastfunction=mlp.thief)
  plot(frc)

## End(Not run)


[Package nnfor version 0.9.9 Index]