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 <paulberna...@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@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]] ______________________________________________ R-help@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.
