PSF: Forecasting of Univariate Time Series Using the Pattern Sequence-Based Forecasting (PSF) Algorithm

Pattern Sequence Based Forecasting (PSF) takes univariate time series data as input and assist to forecast its future values. This algorithm forecasts the behavior of time series based on similarity of pattern sequences. Initially, clustering is done with the labeling of samples from database. The labels associated with samples are then used for forecasting the future behaviour of time series data. The further technical details and references regarding PSF are discussed in Vignette.

Version: 0.4
Imports: data.table, cluster, knitr, forecast
Published: 2017-04-23
Author: Neeraj Bokde, Gualberto Asencio-Cortes and Francisco Martinez-Alvarez
Maintainer: Neeraj Bokde <neerajdhanraj at gmail.com>
BugReports: https://github.com/neerajdhanraj/PSF/issues
License: GPL-2 | GPL-3 [expanded from: GPL (≥ 2)]
URL: http://www.neerajbokde.com/cran/psf
NeedsCompilation: no
CRAN checks: PSF results

Downloads:

Reference manual: PSF.pdf
Vignettes: Vignette Title
Package source: PSF_0.4.tar.gz
Windows binaries: r-devel: PSF_0.4.zip, r-release: PSF_0.4.zip, r-oldrel: PSF_0.4.zip
OS X El Capitan binaries: r-release: PSF_0.4.tgz
OS X Mavericks binaries: r-oldrel: PSF_0.4.tgz
Old sources: PSF archive

Reverse dependencies:

Reverse imports: decomposedPSF, imputePSF, PredictTestbench

Linking:

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