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WaveletML: Wavelet Decomposition Based Hybrid Machine Learning Models

Wavelet decomposes a series into multiple sub series called detailed and smooth components which helps to capture volatility at multi resolution level by various models. Two hybrid Machine Learning (ML) models (Artificial Neural Network and Support Vector Regression have been used) have been developed in combination with stochastic models, feature selection, and optimization algorithms for prediction of the data. The algorithms have been developed following Paul and Garai (2021) <doi:10.1007/s00500-021-06087-4>.

Version: 0.1.0
Imports: stats, utils, wavelets, tseries, forecast, fGarch, aTSA, FinTS, LSTS, earth, caret, neuralnet, e1071, pso
Published: 2023-04-05
DOI: 10.32614/CRAN.package.WaveletML
Author: Mr. Sandip Garai [aut, cre], Dr. Ranjit Kumar Paul [aut], Dr. Md Yeasin [aut]
Maintainer: Mr. Sandip Garai <sandipnicksandy at gmail.com>
License: GPL-3
NeedsCompilation: no
CRAN checks: WaveletML results

Documentation:

Reference manual: WaveletML.pdf

Downloads:

Package source: WaveletML_0.1.0.tar.gz
Windows binaries: r-devel: WaveletML_0.1.0.zip, r-release: WaveletML_0.1.0.zip, r-oldrel: WaveletML_0.1.0.zip
macOS binaries: r-release (arm64): WaveletML_0.1.0.tgz, r-oldrel (arm64): WaveletML_0.1.0.tgz, r-release (x86_64): WaveletML_0.1.0.tgz, r-oldrel (x86_64): WaveletML_0.1.0.tgz

Reverse dependencies:

Reverse imports: WaveletMLbestFL

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.