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epicasting (version 0.1.0)

Ewnet: An Ensemble Wavelet Neural Network for Forecasting and Epicasting

Description

Method and tool for generating time series forecasts using an ensemble wavelet-based auto-regressive neural network architecture. This method provides additional support of exogenous variables and also generates confidence interval. This package provides EWNet model for time series forecasting based on the algorithm by Panja, et al. (2022) and Panja, et al. (2023) .

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Install

install.packages('epicasting')

Monthly Downloads

266

Version

0.1.0

License

GPL (>= 2)

Maintainer

Tanujit Chakraborty

Last Published

March 22nd, 2023

Functions in epicasting (0.1.0)

ewnet

Ewnet: An Ensemble Wavelet Neural Network for Forecasting and Epicasting