Tag Archives: R

nnfor on github

I have put up a github repository for the nnfor package for R: https://github.com/trnnick/nnfor I will be putting updates and fixes there, before they are pushed on CRAN. You can also report there bugs. You can install the current github version with: Related PostsCan neural networks predict trended time series? The Impact of Special Days… Read More »

New R package nnfor: time series forecasting with neural networks

My new R package nnfor is available on CRAN. This collects the various neural network functions that appeared in TStools. See this post for demo of these functions. In summary the package includes: Automatic, semi-automatic or fully manual specification of MLP neural networks for time series modelling, that helps in specifying inputs with lags of the… Read More »

Principles of Business Forecasting 2e

I recently got my hands on a physical copy of my new book: Principles of Business Forecasting (2nd edition). Ord, K., Fildes, R. and Kourentzes, N., 2017. Principles of business forecasting. 2nd ed. Wessex Press Publishing Co. I was invited by Keith Ord and Robert Fildes to join them in writing the much-revised 2nd edition… Read More »

MAPAx available for R & new MAPA package on CRAN

The previous version of the MAPA package implemented only the univariate aspect of the algorithm. Version 2.0.1 implements MAPAx as well, which allows incorporating regressors in your forecasts. In this paper we demonstrated the usefulness of temporal aggregation in the case of forecasting demand in the presence of promotions. In particular, we showed that MAPAx… Read More »

MAPA package for R on GitHub

Here is the link: https://github.com/trnnick/mapa It has been a long time I wanted to rework the MAPA package for R, but I could not find the time. Finally I got around starting it. There are three objectives in this: Clean up code and introduce S3methods. MAPA was the first package that I wrote! Incorporate the… Read More »

TStools recent changes

We have been re-working the TStools package over the past couple of weeks. The major changes are: The es function that is an alternative to the ets function from the forecast package has been removed. Now it is published separately in the smooth package, which contains a collection of interesting implementations for exponential smoothing, ARIMA… Read More »