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CEEMDANML (version 0.1.0)

CEEMDAN Decomposition Based Hybrid Machine Learning Models

Description

Noise in the time-series data significantly affects the accuracy of the Machine Learning (ML) models (Artificial Neural Network and Support Vector Regression are considered here). Complete Ensemble Empirical Mode Decomposition with Adaptive Noise (CEEMDAN) decomposes the time series data into sub-series and help to improve the model performance. The models can achieve higher prediction accuracy than the traditional ML models. Two models have been provided here for time series forecasting. More information may be obtained from Garai and Paul (2023) .

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Version

Install

install.packages('CEEMDANML')

Monthly Downloads

204

Version

0.1.0

License

GPL-3

Maintainer

Mr. Sandip Garai

Last Published

April 7th, 2023

Functions in CEEMDANML (0.1.0)

carigas

CEEMDAN Decomposition-Based ARIMA-GARCH-SVR Hybrid Modeling
carigaan

CEEMDAN Decomposition-Based ARIMA-GARCH-ANN Hybrid Modeling