decomposedPSF

Time Series Prediction with PSF and Decomposition Methods (EMD and EEMD)

CRAN Package

Predict future values with hybrid combinations of Pattern Sequence based Forecasting (PSF), Autoregressive Integrated Moving Average (ARIMA), Empirical Mode Decomposition (EMD) and Ensemble Empirical Mode Decomposition (EEMD) methods based hybrid methods.

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  • Imports4 packages
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