AriGaMyANNSVR: Hybrid ARIMA-GARCH and Two Specially Designed ML-Based Models
Describes a series first. After that does time series analysis using one hybrid model and two specially structured Machine Learning (ML) (Artificial Neural Network or ANN and Support Vector Regression or SVR) models. More information can be obtained from Paul and Garai (2022) <doi:10.1007/s41096-022-00128-3>.
Version: |
0.1.0 |
Imports: |
AllMetrics, DescribeDF, stats, dplyr, psych, FinTS, tseries, forecast, fGarch, aTSA, neuralnet, e1071 |
Published: |
2023-04-13 |
DOI: |
10.32614/CRAN.package.AriGaMyANNSVR |
Author: |
Mr. Sandip Garai [aut, cre] |
Maintainer: |
Mr. Sandip Garai <sandipnicksandy at gmail.com> |
License: |
GPL-3 |
NeedsCompilation: |
no |
CRAN checks: |
AriGaMyANNSVR results |
Documentation:
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