nnfor

swMATH42432CRANnnforMaRDI QIDQ1352422

Time Series Forecasting with Neural Networks

Nikolaos Kourentzes

Last update: 15 November 2023

Software version identifier: 0.9.8, 0.9.2, 0.9.6, 0.9, 0.9.9

Source code repository: https://github.com/cran/nnfor

Copyright license: GNU General Public License, version 3.0

Description

Automatic time series modelling with neural networks. Allows fully automatic, semi-manual or fully manual specification of networks. For details of thespecification methodology see: (i) Crone and Kourentzes (2010) <doi:10.1016/j.neucom.2010.01.017>;and (ii) Kourentzes et al. (2014) <doi:10.1016/j.eswa.2013.12.011>.

Cites work

• Feature selection for time series prediction – A combined filter and wrapper approach for neural networks
• Neural network ensemble operators for time series forecasting