[R] Any Unsupervised Learning Algorithm for Time Series Forecasting in R

Bert Gunter bgunter@4567 @end|ng |rom gm@||@com
Wed Jun 20 18:30:51 CEST 2018


Depending on exactly what you mean by"unsupervised", many.

See here under "Decomposition and filtering":

https://cran.r-project.org/web/views/TimeSeries.html

You could also search on something like "smooth time series R" etc.

However, assuming I have correcty interpreted "unsupervised algorithm," be
aware that extrapolating from such smoothed historical data can be
problematic precisely because no structure/model has been specified. See
here for some further background and R functions:

http://a-little-book-of-r-for-time-series.readthedocs.io/en/latest/src/timeseries.html#holt-winters-exponential-smoothing


Cheers,
Bert






Bert Gunter

"The trouble with having an open mind is that people keep coming along and
sticking things into it."
-- Opus (aka Berkeley Breathed in his "Bloom County" comic strip )

On Wed, Jun 20, 2018 at 9:00 AM, Paul Bernal <paulbernal07 using gmail.com> wrote:

> Dear friends,
>
> Hope you are all doing great. I would like to know if R has any
> unsupervised algorithm to generate forecasts for historical data.
>
> Any help will be greatly appreciated,
>
> Best regards,
>
> Paul
>
>         [[alternative HTML version deleted]]
>
> ______________________________________________
> R-help using r-project.org mailing list -- To UNSUBSCRIBE and more, see
> https://stat.ethz.ch/mailman/listinfo/r-help
> PLEASE do read the posting guide http://www.R-project.org/
> posting-guide.html
> and provide commented, minimal, self-contained, reproducible code.
>

	[[alternative HTML version deleted]]




More information about the R-help mailing list