Package: ARMALSTM 0.1.0

Debopam Rakshit

ARMALSTM: Fitting of Hybrid ARMA-LSTM Models

The real-life time series data are hardly pure linear or nonlinear. Merging a linear time series model like the autoregressive moving average (ARMA) model with a nonlinear neural network model such as the Long Short-Term Memory (LSTM) model can be used as a hybrid model for more accurate modeling purposes. Both the autoregressive integrated moving average (ARIMA) and autoregressive fractionally integrated moving average (ARFIMA) models can be implemented. Details can be found in Box et al. (2015, ISBN: 978-1-118-67502-1) and Hochreiter and Schmidhuber (1997) <doi:10.1162/neco.1997.9.8.1735>.

Authors:Debopam Rakshit [aut, cre], Ritwika Das [aut], Dwaipayan Bardhan [aut]

ARMALSTM_0.1.0.tar.gz
ARMALSTM_0.1.0.tar.gz(r-4.7-any)ARMALSTM_0.1.0.tar.gz(r-4.6-any)
ARMALSTM_0.1.0.tgz(r-4.6-emscripten)
manual.pdf |manual.html
card.svg |card.png
ARMALSTM/json (API)

# Install 'ARMALSTM' in R:
install.packages('ARMALSTM', repos = c('https://cran.r-universe.dev', 'https://cloud.r-project.org'))

On CRAN:

Conda:

This package does not link to any Github/Gitlab/R-forge repository. No issue tracker or development information is available.

1.00 score 188 downloads 1 exports 70 dependencies

Last updated from:050c704c2c. Checks:4 OK. Indexed: yes.

TargetResultTimeFilesSyslog
linux-devel-x86_64OK148
source / vignettesOK181
linux-release-x86_64OK172
wasm-releaseOK126

Exports:ARMA.LSTM

Dependencies:backportsbase64encchronclicodetoolsconfigcurldigestDistributionUtilsFNNfracdifffuturefuture.applyGeneralizedHyperbolicgenericsglobalsglueherejsonlitekeraskernlabKernSmoothkslatticelifecyclelistenvmagrittrMASSMatrixmclustmgcvmulticoolmvtnormnlmenloptrnumDerivparallellypngpracmaprocessxpsquadprogquantmodR6rappdirsRcppRcppArmadilloRcppTOMLreticulaterlangrprojrootRsolnprstudioapirugarchSkewHyperbolicspdtensorflowtfautographtfrunstidyselecttruncnormtseriesTTRvctrswhiskerwithrxtsyamlzeallotzoo