WaveletML

cranv0.1.0

Wavelet Decomposition Based Hybrid Machine Learning Models. Wavelet decomposes a series into multiple sub series called detailed and smooth components which helps to capture volatility at multi resolution level by various models. Two hybrid Machine Learning (ML) models (Artificial Neural Network and Support Vector Regression have been used) have been develop

License GPL-3strong copyleft0 versions1 maintainers14 deps75 weekly dl
https://CRAN.R-project.org/package=WaveletML
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statsutilswaveletstseriesforecastfGarchaTSAFinTSLSTSearthcaretneuralnete1071pso
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First published · 2023-04-05 20:15:23

Last updated · 2023-04-05T17:33:20+00:00