The THSVM function fit THETA-SVM hybrid model for time series data.
Usage
THSVM(data,h)
Value
Test_Result
Checking the suitability of data for hybrid modelling
THETA coefficients
Coefficients of the fitted THETA
SVM Summary
Summary of the fitted SVM model on residuals obtained from
the fitted THETA model
Optimal Lag
Optimal Lag of the fitted SVM model
MAPE
Mean Absolute Percentage Error (MAPE) of the fitted hybrid model
MSE
Mean Square Error (MSE) of fitted hybrid model
fitted
Fitted values of hybrid model
forecasted.values
h step ahead forecasted values employing hybrid
model
Arguments
data
Input univariate time series (ts) data.
h
The forecast horizon.
Author
Fasila K. P., Mrinmoy Ray, Rajeev Ranjan Kumar, K. N. Singh,
Amrender Kumar, Santosha Rathod
Details
This package allows you to fit the THETA-SVM hybrid model.
References
Bhattacharyya, A., Chakraborty, T., and Rai, S. N. (2022).
Stochastic forecasting of COVID-19 daily new cases across countries with a novel
hybrid time series model. Nonlinear Dynamics, 107(3), 3025–3040.