hi all , has anyone tried to predict a univariate time series by a neural networks packages ? please help me in this problem . I am new in R and I did not found any document that explains this problem. thanks in advance David [[alternative HTML version deleted]]
c2r
2011-Apr-18 11:06 UTC
[R] help in neural networks package for simple 1d tsa-prediction
I am also looking for a sample to predict values for a simple 1d time series. I did look at various library-samples as in neuralnet,AMORE,nnet,RSNNS,Qrnn,monmlp e.t.c. but did not find a simple 1d-sample that forecasts like in the following simple arima-sample: library(TSA) x = arima.sim(list(order=c(1,0,1), ar=.9, ma=-.5), n=100) # simulate some data x.fit = arima(x, order = c(1, 0, 1)) # fit the model and print the results x.fore=predict(x.fit, n.ahead=10) # plot the forecasts U = x.fore$pred + 2*x.fore$se L = x.fore$pred - 2*x.fore$se minx=min(x,L) maxx=max(x,U) ts.plot(x,x.fore$pred,col=1:2, ylim=c(minx,maxx)) lines(U, col="blue", lty="dashed") lines(L, col="blue", lty="dashed") Did you meanwhile find a working sample or can anyone show a nn-sample here to predict the arima.sim series x from above sample with ploting the next 10 forecasted values ? -- View this message in context: http://r.789695.n4.nabble.com/help-in-neural-networks-package-tp2133927p3457207.html Sent from the R help mailing list archive at Nabble.com.