Packages by Dr. Ranjit Kumar Paul

TSF — 0.1.1

Two Stage Forecasting (TSF) for Long Memory Time Series in Presence of Structural Break

TSLSTM — 0.1.0

Long Short Term Memory (LSTM) Model for Time Series Forecasting

VIRF — 0.1.0

Computation of Volatility Impulse Response Function of Multivariate Time Series

WaveletANN — 0.1.2

Wavelet ANN Model

WaveletArima — 0.1.2

Wavelet-ARIMA Model for Time Series Forecasting

WaveletGARCH — 0.1.1

Fit the Wavelet-GARCH Model to Volatile Time Series Data

WaveletGBM — 0.1.0

Wavelet Based Gradient Boosting Method

WaveletRF — 0.1.0

Wavelet-RF Hybrid Model for Time Series Forecasting

WaveletSVR — 0.1.0

Wavelet-SVR Hybrid Model for Time Series Forecasting