Are there any packages in R that are suitable for doing time series forecasting using neural networks? I have looked in the nnet package and neural package and they both seem geared towards classification. thanks, Spencer [[alternative HTML version deleted]]
Hello, Yes, time ago Luis Torgo posted a link to his web site where you can find his book which covers with an example what you are looking for. The link is this: http://www.liacc.up.pt/~ltorgo/DataMiningWithR/ Regards, Carlos Ortega. On 2/23/07, sj <ssj1364@gmail.com> wrote:> > Are there any packages in R that are suitable for doing time series > forecasting using neural networks? I have looked in the nnet package and > neural package and they both seem geared towards classification. > > thanks, > > Spencer > > [[alternative HTML version deleted]] > > ______________________________________________ > R-help@stat.math.ethz.ch mailing list > https://stat.ethz.ch/mailman/listinfo/r-help > PLEASE do read the posting guide > http://www.R-project.org/posting-guide.html > and provide commented, minimal, self-contained, reproducible code. >[[alternative HTML version deleted]]
The tsDyn package has the 'nnetTs' model, for fitting univariate NNET time series model. The model is presented as a NonLinearAutoRegressive model. Boundled with tsDyn there is a vignette with some working examples. Hope this helps. Bests, Antonio. 2007/2/23, sj <ssj1364 a gmail.com>:> Are there any packages in R that are suitable for doing time series > forecasting using neural networks? I have looked in the nnet package and > neural package and they both seem geared towards classification. > > thanks, > > Spencer > > [[alternative HTML version deleted]] > > ______________________________________________ > R-help a stat.math.ethz.ch mailing list > https://stat.ethz.ch/mailman/listinfo/r-help > PLEASE do read the posting guide http://www.R-project.org/posting-guide.html > and provide commented, minimal, self-contained, reproducible code. >-- Antonio, Fabio Di Narzo Ph.D. student at Department of Statistical Sciences University of Bologna, Italy