The goal of tsfgrnn is to forecast time series using GRNN regression.
You can install the released version of tsfgrnn from CRAN with:
And the development version from GitHub with:
This is a basic example which shows how to forecast with tsfgrnn:
library(tsfgrnn)
pred <- grnn_forecasting(USAccDeaths, h = 12)
pred$prediction # To see a time series with the forecasts
#> Jan Feb Mar Apr May Jun Jul
#> 1979 8148.640 7237.667 8131.874 8466.715 9440.860 9793.261 10896.977
#> Aug Sep Oct Nov Dec
#> 1979 10184.601 9463.049 9412.852 8985.240 9583.652
plot(pred) # To see a plot with the forecast
To know more, the open access paper Francisco Martinez et al. (2022) describes the package. Also, you can read the package’s vignette.
Funds: This work was partially supported by the project TIN2015-68854-R (FEDER Founds) of the Spanish Ministry of Economy and Competitiveness.