The goal of tsfgrnn is to forecast time series using GRNN regression.
You can install the released version of tsfgrnn from CRAN with:
And the development version from GitHub with:
This is a basic example which shows how to forecast with tsfgrnn:
library(tsfgrnn)
pred <- grnn_forecasting(USAccDeaths, h = 12)
pred$prediction # To see a time series with the forecasts
#> Jan Feb Mar Apr May Jun Jul
#> 1979 8156.514 7303.029 8123.393 7870.155 9386.960 9555.996 10093.013
#> Aug Sep Oct Nov Dec
#> 1979 9620.001 8285.021 8466.004 8160.001 8034.015
plot(pred) # To see a plot with the forecast
To know more, read the package’s vignette.
Funds: This work was partially supported by the project TIN2015-68854-R (FEDER Founds) of the Spanish Ministry of Economy and Competitiveness.