[R] Time Series prediction

Hello, I would like to use a parametric TS model and predictor as benchmark to compare against other ML methods I'm employing. I currently build a simple e.g. ARIMA model using the convenient auto.arima function like this: library(forecast) df <- read.table("/Users/bravegag/data/myts.dat") # btw

[R] Time Series Prediction using Gaussian Process

*Hello All,* I tried figuring out the problem, I was trying to use laplacedot to predict the long term, which however would not do a good job. Then, I tried to do a point by point prediction and building the model again, everytime. It shows me better results. I tried writing my kernel function (m

[R] Time series prediction

I am trying to predict time series.  I have several samples which consist of measurement of 4 different variables over different time periods, and other measurements over subsequent time periods which I believe is predicted by the 4 variables. I am thinking of using cluster analysis, to confirm tha