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TSSVM (version 0.1.0)

Time Series Forecasting using SVM Model

Description

Implementation and forecasting univariate time series data using the Support Vector Machine model. Support Vector Machine is one of the prominent machine learning approach for non-linear time series forecasting. For method details see Kim, K. (2003) .

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Install

install.packages('TSSVM')

Monthly Downloads

159

Version

0.1.0

License

GPL-3

Maintainer

Mrinmoy Ray

Last Published

December 2nd, 2022

Functions in TSSVM (0.1.0)

ARSVM

Auto-Regressive Support Vector Machine