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tsfgrnn: Time Series Forecasting Using GRNN

A general regression neural network (GRNN) is a variant of a Radial Basis Function Network characterized by a fast single-pass learning. 'tsfgrnn' allows you to forecast time series using a GRNN model Francisco Martinez et al. (2019) <doi:10.1007/978-3-030-20521-8_17> and Francisco Martinez et al. (2022) <doi:10.1016/j.neucom.2021.12.028>. When the forecasting horizon is higher than 1, two multi-step ahead forecasting strategies can be used. The model built is autoregressive, that is, it is only based on the observations of the time series. You can consult and plot how the prediction was done. It is also possible to assess the forecasting accuracy of the model using rolling origin evaluation.

Version: 1.0.5
Imports: ggplot2, Rcpp
LinkingTo: Rcpp
Suggests: testthat (≥ 3.0.0), knitr, rmarkdown
Published: 2024-02-15
DOI: 10.32614/CRAN.package.tsfgrnn
Author: Maria Pilar Frias-Bustamante [aut], Ana Maria Martinez-Rodriguez [aut], Antonio Conde-Sanchez [aut], Francisco Martinez [aut, cre]
Maintainer: Francisco Martinez <fmartin at ujaen.es>
BugReports: https://github.com/franciscomartinezdelrio/tsfgrnn
License: GPL-2
URL: https://github.com/franciscomartinezdelrio/tsfgrnn
NeedsCompilation: yes
Citation: tsfgrnn citation info
Materials: README NEWS
CRAN checks: tsfgrnn results

Documentation:

Reference manual: tsfgrnn.pdf
Vignettes: tsfgrnn

Downloads:

Package source: tsfgrnn_1.0.5.tar.gz
Windows binaries: r-devel: tsfgrnn_1.0.5.zip, r-release: tsfgrnn_1.0.5.zip, r-oldrel: tsfgrnn_1.0.5.zip
macOS binaries: r-release (arm64): tsfgrnn_1.0.5.tgz, r-oldrel (arm64): tsfgrnn_1.0.5.tgz, r-release (x86_64): tsfgrnn_1.0.5.tgz, r-oldrel (x86_64): tsfgrnn_1.0.5.tgz
Old sources: tsfgrnn archive

Linking:

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These binaries (installable software) and packages are in development.
They may not be fully stable and should be used with caution. We make no claims about them.