Fitting of Hybrid ARMA-LSTM Models
Overview
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.
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Health
- OK13 OK2026-08-05
- NOTE12 OK, 1 NOTE2026-08-01
- OK13 OK2026-06-09
- ERROR12 OK, 1 ERROR2026-06-08
- OK14 OK2026-03-10
Documentation
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- 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
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- Help pages citing references
- 100%
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Code & Tests
People & History
- RR 4.6.0 released · 2026-04-24
- RR 4.5.0 released · 2025-04-11
- RR 4.4.0 released · 2024-04-24
- 0.1.0Latest2024-02-28 · current release
- RR 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
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