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

From: c2r <freenetmail4_at_freenet.de>
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:

library(TSA)
x = arima.sim(list(order=c(1,0,1), ar=.9, ma=-.5), n=100) # simulate some data
x.fit = arima(x, order = c(1, 0, 1)) # fit the model and print the results x.fore=predict(x.fit, n.ahead=10)
# plot the forecasts
U = x.fore$pred + 2*x.fore$se
L = x.fore$pred - 2*x.fore$se
minx=min(x,L)
maxx=max(x,U)
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 ?

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Received on Mon 18 Apr 2011 - 12:07:51 GMT

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