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ARMALSTM

0.1.0Package record

Fitting of Hybrid ARMA-LSTM Models

0packages depend
3Kdownloads / year
–test coverage
13/13flavors OK

Overview

About

The real-life time series data are hardly pure linear or nonlinear. Merging a linear time series model like the autoregressive moving average (ARMA) model with a nonlinear neural network model such as the Long Short-Term Memory (LSTM) model can be used as a hybrid model for more accurate modeling purposes. Both the autoregressive integrated moving average (ARIMA) and autoregressive fractionally integrated moving average (ARFIMA) models can be implemented. Details can be found in Box et al. (2015, ISBN: 978-1-118-67502-1) and Hochreiter and Schmidhuber (1997) doi:10.1162/neco.1997.9.8.1735.

Install

Health

CRAN checks
13OK
Slowest check: 2.0 min · r-oldrel-windows-x86_64
Status changes
  • OK13 OK2026-08-05
  • NOTE12 OK, 1 NOTE2026-08-01
  • OK13 OK2026-06-09
  • ERROR12 OK, 1 ERROR2026-06-08
  • OK14 OK2026-03-10
Advisories

none known

Documentation

In release 0.1.0
READMENoVignettesNoNEWSNoCitation fileNoWebsitenot declared in DESCRIPTION
Help pages
1
Examples that run
0%1 only when donttest examples are enabled (R CMD check --as-cran)
Exported functions with examples
100%
Documented parameters
100%
Return-value docs
100%
Help pages citing references
100%

Downloads

3K
CRAN downloads in the past year
Rank #12,905 · ~8/day · ~249/mo
Daily download trend is not available in this view yet.
25330 days
88490 days
3K1 year
Compare downloads with other packages →
Also on89 r2u18 autocran

Dependencies

Declared dependencies
5 external dependencies (excludes base and recommended)

Installing ARMALSTM adds 64 packages (40 with compiled code, 30 MB of source tarballs). Heaviest: keras 3.4 MB, mclust 2.7 MB, rugarch 2.6 MB.

Depends (0)
none
LinkingTo (0)
none
Suggests (0)
none
Enhances (0)
none
Reverse dependencies
0direct
0indirect

Nothing depends on this yet.

People & History

People (3)
Author, Maintainer since 0.1.0 (2024)
Releases (1)
  • R
    R 4.6.0 released · 2026-04-24
  • R
    R 4.5.0 released · 2025-04-11
  • R
    R 4.4.0 released · 2024-04-24
  • 0.1.0Latest
    2024-02-28 · current release
  • R
    R 4.3.0 released · 2023-04-21

Package metadata

First published
2024-02-28
Total releases
1 / 2 yrs
License
GPL-3 OSI
Download size
4.2 KB

Cite

Cite this package

Run in R for the authors' preferred citation:

citation("ARMALSTM")
Rakshit, D., Bardhan, D., & Das, R. (2024). ARMALSTM: Fitting of Hybrid ARMA-LSTM Models (Version 0.1.0) [Computer software]. https://doi.org/10.32614/CRAN.package.ARMALSTM

This package has no citation file, so citation() returns this entry built from DESCRIPTION.

Cite the R Observatory

For a number measured here: a download total, a coverage figure, an archival date.

APA

Balamuta, J. J. (2026). R Observatory: Metrics for ARMALSTM version 0.1.0 [Data set]. HJJB, LLC. Data release v2026-10-24. https://doi.org/10.5281/zenodo.21843040

From data release v2026-10-24, which the citation names so these numbers can be found later. More on citing and the projects behind them.

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