Paul Bernal
2018-Jun-20 16:00 UTC
[R] Any Unsupervised Learning Algorithm for Time Series Forecasting in R
Dear friends, Hope you are all doing great. I would like to know if R has any unsupervised algorithm to generate forecasts for historical data. Any help will be greatly appreciated, Best regards, Paul [[alternative HTML version deleted]]
Bert Gunter
2018-Jun-20 16:30 UTC
[R] Any Unsupervised Learning Algorithm for Time Series Forecasting in R
Depending on exactly what you mean by"unsupervised", many. See here under "Decomposition and filtering": https://cran.r-project.org/web/views/TimeSeries.html You could also search on something like "smooth time series R" etc. However, assuming I have correcty interpreted "unsupervised algorithm," be aware that extrapolating from such smoothed historical data can be problematic precisely because no structure/model has been specified. See here for some further background and R functions: http://a-little-book-of-r-for-time-series.readthedocs.io/en/latest/src/timeseries.html#holt-winters-exponential-smoothing Cheers, Bert Bert Gunter "The trouble with having an open mind is that people keep coming along and sticking things into it." -- Opus (aka Berkeley Breathed in his "Bloom County" comic strip ) On Wed, Jun 20, 2018 at 9:00 AM, Paul Bernal <paulbernal07 at gmail.com> wrote:> Dear friends, > > Hope you are all doing great. I would like to know if R has any > unsupervised algorithm to generate forecasts for historical data. > > Any help will be greatly appreciated, > > Best regards, > > Paul > > [[alternative HTML version deleted]] > > ______________________________________________ > R-help at r-project.org mailing list -- To UNSUBSCRIBE and more, see > 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]]
Bert Gunter
2018-Jun-20 16:34 UTC
[R] Any Unsupervised Learning Algorithm for Time Series Forecasting in R
... and II should have added that the "forecast" package may be what you're looking for. Cheers, Bert Bert Gunter "The trouble with having an open mind is that people keep coming along and sticking things into it." -- Opus (aka Berkeley Breathed in his "Bloom County" comic strip ) On Wed, Jun 20, 2018 at 9:30 AM, Bert Gunter <bgunter.4567 at gmail.com> wrote:> Depending on exactly what you mean by"unsupervised", many. > > See here under "Decomposition and filtering": > > https://cran.r-project.org/web/views/TimeSeries.html > > You could also search on something like "smooth time series R" etc. > > However, assuming I have correcty interpreted "unsupervised algorithm," be > aware that extrapolating from such smoothed historical data can be > problematic precisely because no structure/model has been specified. See > here for some further background and R functions: > > http://a-little-book-of-r-for-time-series.readthedocs.io/en/ > latest/src/timeseries.html#holt-winters-exponential-smoothing > > > Cheers, > Bert > > > > > > > Bert Gunter > > "The trouble with having an open mind is that people keep coming along and > sticking things into it." > -- Opus (aka Berkeley Breathed in his "Bloom County" comic strip ) > > On Wed, Jun 20, 2018 at 9:00 AM, Paul Bernal <paulbernal07 at gmail.com> > wrote: > >> Dear friends, >> >> Hope you are all doing great. I would like to know if R has any >> unsupervised algorithm to generate forecasts for historical data. >> >> Any help will be greatly appreciated, >> >> Best regards, >> >> Paul >> >> [[alternative HTML version deleted]] >> >> ______________________________________________ >> R-help at r-project.org mailing list -- To UNSUBSCRIBE and more, see >> https://stat.ethz.ch/mailman/listinfo/r-help >> PLEASE do read the posting guide http://www.R-project.org/posti >> ng-guide.html >> and provide commented, minimal, self-contained, reproducible code. >> > >[[alternative HTML version deleted]]
Hasan Diwan
2018-Jun-20 20:46 UTC
[R] Any Unsupervised Learning Algorithm for Time Series Forecasting in R
Paul, On Wed, 20 Jun 2018 at 09:04, Paul Bernal <paulbernal07 at gmail.com> wrote:> I would like to know if R has any unsupervised algorithm to generate forecasts for historical data.Yes , it does. Perhaps you'd be kind enough to provide a sample of your data --dput(sample(pauls.data)) on gist.github.com -- and what you wish to achieve with it? Many thanks! -- H -- OpenPGP: https://sks-keyservers.net/pks/lookup?op=get&search=0xFEBAD7FFD041BBA1 If you wish to request my time, please do so using bit.ly/hd1AppointmentRequest. Si vous voudrais faire connnaisance, allez a bit.ly/hd1AppointmentRequest. Sent from my mobile device Envoye de mon portable