The tsDyn package has the 'nnetTs' model, for fitting univariate NNET time series model. The model is presented as a NonLinearAutoRegressive model. Boundled with tsDyn there is a vignette with some working examples. Hope this helps.
Bests, Antonio. 2007/2/23, sj <[EMAIL PROTECTED]>: > Are there any packages in R that are suitable for doing time series > forecasting using neural networks? I have looked in the nnet package and > neural package and they both seem geared towards classification. > > thanks, > > Spencer > > [[alternative HTML version deleted]] > > ______________________________________________ > [email protected] mailing list > 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. > -- Antonio, Fabio Di Narzo Ph.D. student at Department of Statistical Sciences University of Bologna, Italy ______________________________________________ [email protected] mailing list 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.
