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PSF: Forecasting of Univariate Time Series Using the Pattern Sequence-Based Forecasting (PSF) Algorithm

Pattern Sequence Based Forecasting (PSF) takes univariate time series data as input and assist to forecast its future values. This algorithm forecasts the behavior of time series based on similarity of pattern sequences. Initially, clustering is done with the labeling of samples from database. The labels associated with samples are then used for forecasting the future behaviour of time series data. The further technical details and references regarding PSF are discussed in Vignette.

Version: 0.5
Imports: data.table, cluster
Suggests: knitr, rmarkdown, forecast
Published: 2022-05-01
DOI: 10.32614/CRAN.package.PSF
Author: Neeraj Bokde, Gualberto Asencio-Cortes and Francisco Martinez-Alvarez
Maintainer: Neeraj Bokde <neerajdhanraj at gmail.com>
BugReports: https://github.com/neerajdhanraj/PSF/issues
License: GPL-2 | GPL-3 [expanded from: GPL (≥ 2)]
URL: https://www.neerajbokde.in/viggnette/2021-10-13-PSF/
NeedsCompilation: no
Citation: PSF citation info
In views: TimeSeries
CRAN checks: PSF results

Documentation:

Reference manual: PSF.pdf
Vignettes: Introduction to Pattern Sequence based Forecasting (PSF) algorithm

Downloads:

Package source: PSF_0.5.tar.gz
Windows binaries: r-devel: PSF_0.5.zip, r-release: PSF_0.5.zip, r-oldrel: PSF_0.5.zip
macOS binaries: r-release (arm64): PSF_0.5.tgz, r-oldrel (arm64): PSF_0.5.tgz, r-release (x86_64): PSF_0.5.tgz, r-oldrel (x86_64): PSF_0.5.tgz
Old sources: PSF archive

Reverse dependencies:

Reverse imports: decomposedPSF, ForecastTB

Linking:

Please use the canonical form https://CRAN.R-project.org/package=PSF to link to this page.

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.