Re: [R] help in neural networks package for simple 1d tsa-prediction

From: c2r <>
Date: Mon, 18 Apr 2011 04:06:45 -0700 (PDT)

I am also looking for a sample to predict values for a simple 1d time series. I did look at various library-samples as in neuralnet,AMORE,nnet,RSNNS,Qrnn,monmlp e.t.c. but did not find a simple 1d-sample that forecasts like in the following simple arima-sample:

x = arima.sim(list(order=c(1,0,1), ar=.9, ma=-.5), n=100) # simulate some data = arima(x, order = c(1, 0, 1)) # fit the model and print the results x.fore=predict(, n.ahead=10)
# plot the forecasts
U = x.fore$pred + 2*x.fore$se
L = x.fore$pred - 2*x.fore$se
ts.plot(x,x.fore$pred,col=1:2, ylim=c(minx,maxx)) lines(U, col="blue", lty="dashed")
lines(L, col="blue", lty="dashed")

Did you meanwhile find a working sample or can anyone show a nn-sample here to predict
the arima.sim series x from above sample with ploting the next 10 forecasted values ?

View this message in context:
Sent from the R help mailing list archive at

______________________________________________ mailing list
PLEASE do read the posting guide
and provide commented, minimal, self-contained, reproducible code.
Received on Mon 18 Apr 2011 - 12:07:51 GMT

Archive maintained by Robert King, hosted by the discipline of statistics at the University of Newcastle, Australia.
Archive generated by hypermail 2.2.0, at Mon 18 Apr 2011 - 12:20:32 GMT.

Mailing list information is available at Please read the posting guide before posting to the list.

list of date sections of archive