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2013 Sep 05
2
Pronósticos con modelos robusto de series de tiempo
Alguien me podría sugerir un paquete en R para generar pronóticos con modelos robusto de series de tiempo.   Saludos Enrique RAMOS [[alternative HTML version deleted]]
2013 Sep 05
0
Pronósticos con modelos robusto de series de tiempo
...nd of this time series. sp.ts<- ts(sp, start=c(2011, 45), frequency=52) plot(sb.ts,ylab="No. focos") # Main function predAll<-function(x,h,tsname){ # INPUTS: # x: time serie # h: number of values to predict. # tsname: maximun number of element in the hidden layer (nhmax=20). # ##---- PACKAGES ----- library(forecast) ##---- MODELS ------- m1<-stl(x, s.window='periodic') #STL Decomposition m2<-auto.arima(x) # arima m3<-nnetar(x,lambda=0) #neural networks # Predictions f1<-forecast(m1, h=h); f2<-forecast(m2, h=h); f3<-f...