Any Unsupervised Learning Algorithm for Time Series Forecasting in R

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Any Unsupervised Learning Algorithm for Time Series Forecasting in R

PaulJr
Dear friends,

Hope you are all doing great. I would like to know if R has any
unsupervised algorithm to generate forecasts for historical data.

Any help will be greatly appreciated,

Best regards,

Paul

        [[alternative HTML version deleted]]

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Re: Any Unsupervised Learning Algorithm for Time Series Forecasting in R

Bert Gunter-2
Depending on exactly what you mean by"unsupervised", many.

See here under "Decomposition and filtering":

https://cran.r-project.org/web/views/TimeSeries.html

You could also search on something like "smooth time series R" etc.

However, assuming I have correcty interpreted "unsupervised algorithm," be
aware that extrapolating from such smoothed historical data can be
problematic precisely because no structure/model has been specified. See
here for some further background and R functions:

http://a-little-book-of-r-for-time-series.readthedocs.io/en/latest/src/timeseries.html#holt-winters-exponential-smoothing


Cheers,
Bert






Bert Gunter

"The trouble with having an open mind is that people keep coming along and
sticking things into it."
-- Opus (aka Berkeley Breathed in his "Bloom County" comic strip )

On Wed, Jun 20, 2018 at 9:00 AM, Paul Bernal <[hidden email]> wrote:

> Dear friends,
>
> Hope you are all doing great. I would like to know if R has any
> unsupervised algorithm to generate forecasts for historical data.
>
> Any help will be greatly appreciated,
>
> Best regards,
>
> Paul
>
>         [[alternative HTML version deleted]]
>
> ______________________________________________
> [hidden email] mailing list -- To UNSUBSCRIBE and more, see
> 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.
>

        [[alternative HTML version deleted]]

______________________________________________
[hidden email] mailing list -- To UNSUBSCRIBE and more, see
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and provide commented, minimal, self-contained, reproducible code.
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Re: Any Unsupervised Learning Algorithm for Time Series Forecasting in R

Bert Gunter-2
... and II should have added that the "forecast" package may be what you're
looking for.

Cheers,
Bert



Bert Gunter

"The trouble with having an open mind is that people keep coming along and
sticking things into it."
-- Opus (aka Berkeley Breathed in his "Bloom County" comic strip )

On Wed, Jun 20, 2018 at 9:30 AM, Bert Gunter <[hidden email]> wrote:

> Depending on exactly what you mean by"unsupervised", many.
>
> See here under "Decomposition and filtering":
>
> https://cran.r-project.org/web/views/TimeSeries.html
>
> You could also search on something like "smooth time series R" etc.
>
> However, assuming I have correcty interpreted "unsupervised algorithm," be
> aware that extrapolating from such smoothed historical data can be
> problematic precisely because no structure/model has been specified. See
> here for some further background and R functions:
>
> http://a-little-book-of-r-for-time-series.readthedocs.io/en/
> latest/src/timeseries.html#holt-winters-exponential-smoothing
>
>
> Cheers,
> Bert
>
>
>
>
>
>
> Bert Gunter
>
> "The trouble with having an open mind is that people keep coming along and
> sticking things into it."
> -- Opus (aka Berkeley Breathed in his "Bloom County" comic strip )
>
> On Wed, Jun 20, 2018 at 9:00 AM, Paul Bernal <[hidden email]>
> wrote:
>
>> Dear friends,
>>
>> Hope you are all doing great. I would like to know if R has any
>> unsupervised algorithm to generate forecasts for historical data.
>>
>> Any help will be greatly appreciated,
>>
>> Best regards,
>>
>> Paul
>>
>>         [[alternative HTML version deleted]]
>>
>> ______________________________________________
>> [hidden email] mailing list -- To UNSUBSCRIBE and more, see
>> https://stat.ethz.ch/mailman/listinfo/r-help
>> PLEASE do read the posting guide http://www.R-project.org/posti
>> ng-guide.html
>> and provide commented, minimal, self-contained, reproducible code.
>>
>
>

        [[alternative HTML version deleted]]

______________________________________________
[hidden email] mailing list -- To UNSUBSCRIBE and more, see
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Re: Any Unsupervised Learning Algorithm for Time Series Forecasting in R

Hasan Diwan-2
In reply to this post by PaulJr
Paul,

On Wed, 20 Jun 2018 at 09:04, Paul Bernal <[hidden email]> wrote:
> I would like to know if R has any unsupervised algorithm to generate forecasts for historical data.

Yes , it does. Perhaps you'd be kind enough to provide a sample of
your data --dput(sample(pauls.data)) on gist.github.com -- and what
you wish to achieve with it? Many thanks! -- H
--
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If you wish to request my time, please do so using bit.ly/hd1AppointmentRequest.
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Sent from my mobile device
Envoye de mon portable

______________________________________________
[hidden email] mailing list -- To UNSUBSCRIBE and more, see
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PLEASE do read the posting guide http://www.R-project.org/posting-guide.html
and provide commented, minimal, self-contained, reproducible code.