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decompML

Decomposition Based Machine Learning Model

v0.1.1 · Feb 18, 2025 · GPL-3

Description

The hybrid model is a highly effective forecasting approach that integrates decomposition techniques with machine learning to enhance time series prediction accuracy. Each decomposition technique breaks down a time series into multiple intrinsic mode functions (IMFs), which are then individually modeled and forecasted using machine learning algorithms. The final forecast is obtained by aggregating the predictions of all IMFs, producing an ensemble output for the time series. The performance of the developed models is evaluated using international monthly maize price data, assessed through metrics such as root mean squared error (RMSE), mean absolute percentage error (MAPE), and mean absolute error (MAE). For method details see Choudhary, K. et al. (2023). <https://ssca.org.in/media/14_SA44052022_R3_SA_21032023_Girish_Jha_FINAL_Finally.pdf>.

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OK 13 OK · 0 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE Jun 9, 2026
ERROR 12 OK · 0 NOTE · 0 WARNING · 1 ERROR · 0 FAILURE Jun 8, 2026
ERROR r-devel-linux-x86_64-debian-gcc

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OK 14 OK · 0 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE Mar 10, 2026

Dependency Network

Dependencies Reverse dependencies forecast nnfor Rlibeemd VMDecomp decompML

Version History

1 tracked
new 0.1.1 Mar 10, 2026

R Observatory began tracking this package on Mar 10, 2026; it first appeared on CRAN Feb 18, 2025. Releases before tracking aren’t shown.