/ARIMA_TimeSeriesPrediction

A program that performs time series predictions in R using AutoRegressive Integrated Moving Average (ARIMA) and then improves the prediction accuracy using a combination of ARIMA and Artificial Neural Networks using a Multilayer Perceptron.

Primary LanguageRMIT LicenseMIT

ARIMA TimeSeriesPrediction

Note: This project was created for a college assignment. Due to IDE usability reasons, the variable names had to be kept short and un-intuitive.

A simple program that performs time series predictions using the R language. This is accomplished with AutoRegressive Integrated Moving Average (ARIMA) and then improves the prediction accuracy using a combination of ARIMA and Artificial Neural Networks using a Multilayer Perceptron.