Algorithm for Pattern Sequence Based Forecasting


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Documentation for package ‘PSF’ version 0.2.1

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AUTO_PSF AUTO_PSF() takes input data and autogenerate optimum Window size (W) and cluster size (K)
data_denorm Denormalize tha data
data_norm Normalize the data
mae Mean Absolute Error Calculation
optimum_k To determine the Optimum value of Cluster size (K) based on Average silhouette method
optimum_w Finds optimum value of Window Size (w)
plot_PSF Generate the plot for Forecasted Values
pred_for_w It predict the values for given data, Window size (W) and Cluster size (k).
pred_for_w_plot It predict the values for given data, Window size (W) and Cluster size (k).
rmse Root Mean Square Error Calculation