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narfima

0.1.0Package record

Neural AutoRegressive Fractionally Integrated Moving Average Model

0packages depend
2.6Kdownloads / year
–test coverage
13/13flavors OK

Overview

About

Methods and tools for forecasting univariate time series using the NARFIMA (Neural AutoRegressive Fractionally Integrated Moving Average) model. It combines neural networks with fractional differencing to capture both nonlinear patterns and long-term dependencies. The NARFIMA model supports seasonal adjustment, Box-Cox transformations, optional exogenous variables, and the computation of prediction intervals. In addition to the NARFIMA model, this package provides alternative forecasting models including NARIMA (Neural ARIMA), NBSTS (Neural Bayesian Structural Time Series), and NNaive (Neural Naive) for performance comparison across different modeling approaches. The methods are based on algorithms introduced by Chakraborty et al. (2025) doi:10.48550/arXiv.2509.06697.

Install

Health

CRAN checks
13OK
Slowest check: 1.9 min · r-oldrel-windows-x86_64
Status changes
  • OK13 OK2026-08-05
  • NOTE12 OK, 1 NOTE2026-08-01
  • OK14 OK2026-03-10
Advisories

none known

Documentation

In release 0.1.0
READMENoVignettesNoNEWSNoCitation fileNoWebsitenot declared in DESCRIPTION
Help pages
5
Examples that run
100%2 run in a plain check
Exported functions with examples
40%
Documented parameters
98%
Return-value docs
100%
Help pages citing references
0%

Downloads

2.6K
CRAN downloads in the past year
Rank #19,901 · ~7/day · ~217/mo
Daily download trend is not available in this view yet.
22830 days
66090 days
2.6K1 year
Compare downloads with other packages →
Also on75 r2u2 autocran

Dependencies

Declared dependencies
3 external dependencies (excludes base and recommended)

Installing narfima adds 32 packages (20 with compiled code, 25 MB of source tarballs). Heaviest: ggplot2 6.0 MB, Boom 2.5 MB, colorspace 2.0 MB.

Depends (0)
none
Imports (6)
forecastnnetbstsstatsutilswithr
LinkingTo (0)
none
Suggests (0)
none
Enhances (0)
none
Reverse dependencies
0direct
0indirect

Nothing depends on this yet.

People & History

People (4)
Author, Maintainer since 0.1.0 (2025), Copyright holder
Releases (1)
  • R
    R 4.6.0 released · 2026-04-24
  • 0.1.0Latest
    2025-09-21 · current release
  • R
    R 4.5.0 released · 2025-04-11

Package metadata

First published
2025-09-21
Total releases
1 / 1 yrs
License
GPL-3 OSI
Download size
11 KB
Appears in task views

Cite

Cite this package

Run in R for the authors' preferred citation:

citation("narfima")
Besher, D., Chakraborty, T., Panja, M., & Sengupta, S. (2025). narfima: Neural AutoRegressive Fractionally Integrated Moving Average Model (Version 0.1.0) [Computer software]. https://doi.org/10.32614/CRAN.package.narfima

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 narfima version 0.1.0 [Data set]. HJJB, LLC. Data release v2026-10-21. https://doi.org/10.5281/zenodo.21843040

From data release v2026-10-21, which the citation names so these numbers can be found later. More on citing and the projects behind them.

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