Class NNARModel

Represents Feed-forward single-hidden-layer neural network autoregression models.

Direct Superclass

• FitModel

Important Dependencies

• forecast::nnetar

• forecast::forecast

Public methods

• buildModel(...) passes on parameter PI and fitting and forecasting functions to FitModel's method setFittedFcasted; applies Box-Cox transformation without bias-adjustment; ignores passing function which checks whether residuals are not independently distributed

• useModel(fcast_period, ...) calls FitModel's method executeUseModel to fit model and forecast fcast_period-step ahead future; passes on the same fitting and forecasting functions as buildmodel()