Neural network time series forecasting in R does not work with my data?
<p>I am trying this example with my data set but it gives me very strange results: <a href="https://stackoverflow.com/questions/14139418/example-of-time-series-prediction-using-neural-networks-in-r">Example of Time Series Prediction using Neural Networks in R</a></p>

<p>Do you have any idea why it is like this?</p>

<p>This is my source code:</p>

<pre><code>require(quantmod) 
require(nnet)
require(caret)

series = read.csv("data.csv")

model &lt;- train(y ~ x1+x2 , series, method='nnet', linout=TRUE, trace = FALSE)
series["o"] &lt;- predict(model, series)

plot.ts(series)

write.csv(series, paste(format(Sys.time(), "%Y%m%d%I%p"), "csv", sep = "."))
</code></pre>

<p>This is my data set: </p>

<p>3938
1317
4021
10477
9379
7707
9507
4194
2681
3522
5599
5641
6737
7781
2044
1501
6586
4915
5918
6132
9394
2113
935
9729
5236
8815
3169
5888
5722
191
9539
3384
6006
7139
7285
136
1843
5094
3795
5985
5566
3545
965
14
3738
4645
8439
6390
13842
7754
11440
7572
4876
3206
5577
2734
1169
20
5049
6612
2685
7000
6711
4091
26
5383
5516
7185
6118
4484
2178
754
8104
8209
6159
11137
8994
5172
425
8082
5337
5712
7157
6385
3343
4196
5957
8581
3686
0
254
1819
1071
876
3509
2777
1474
4945
3971
21
5466
5509
1316
5653
2775
797
22
5601
6177
5662
5132
6543
1700
4361
6951
7734
3451
5385
6358
6838
19
6460
5813
6839
6335
2105
8
6
9530
1250
5668
5595
6008
2315
1712
8553
5570
5979
4818
6745
5250
43
5727
7416
5888
6270
4931
0
31
6190
11164
5768
7307
5412
2716
35
8391
6054
2796
5081
6646
4597
1978
7570
5909
9581
3571
6740
1702
1080
6719
963
6781
7544
7708
1993
597
2394
5516
12966
723
6528
2476
86
5956
5820
6995
6682
2460
2479
56
7095
7255
6310
9971
3725
5400
452
6018
5803
6673
6098
9476
692
20
7855
11970
10557
5696
7765
3847
47
6020
6037
5684
7089
6372
970
861
3590
7672
3730
10689
9428
1514
2062
6154
5234
6160
5134
879
1079
9164
6338
6687
8195
6351
1123
4216
3759
9372
7782
3143
4773
6993
849
906
6385
7512
8824
8150
12464
7726
8745
13594
6589
6524
2784
0
1785
688
7998
6797
8289
10815
10280
4839
3928
10935
4588
5785
6771
7628
2908
11391
6637
5585
7454
5828
8259
6644
2436
7055
7206
7873
7368
6239
3595
3166
1846
2301
21
1600
2390
1894
1469
9097
8401
2034
3244
8811
2979
20
7808
7698
11031
4556
7149
3745
5563
9673
8149
12158
7043
6273
1855
80
10729
5880
9327
6343
7227
3522
1244
6382
7186
4964
6162
7435
10524
2449
7437
11970
6661
6122
7323
6707
25
2270
5117
6676
5317
7032
7689
4891
8051
5699
4927
11553
6418
2968
11338
7662
9976
5526
14341
4331
10026
1672
5199
4699
7774
7958
7720
2499
10745
19609
15896
5705
6207
7699
2543
32
3642
6307
7491
6236
8644
2121
1448
7838
5434
5945
6074
6962
5441
42
7424
5818
8877
5743
7980
3140
3046
8329
8186
5994
2931
7309
862
145
8141
6252
9536
6213
7150
2718
1687
5000
6068
5918
10652
12257
1505
2421
10518
2368
7341
8137
7997
3437
2009
5468
3947
5836
8567
11039
3726
746
3417
8649
8016
7652
8298
1306
4031
5525
6203
11847
7688
10911
1080
1001
12315
6084
6529
4074
8526
3161
2184
7400
4916
4521
1523
398
1364
925
38
2580
1039
6556
2040
1166
825
7672
7177
6104
7928
6240
1420
1214
10638
10726
2323
6113
8112
2757
3761
6982
5680
7793
8983
8546
1335
817
6136
3778
6639
6548
6120
3648
584
9099
6434
8828
9988
6066
2575
2237
5114
5879
4094
9309
8008
1614
4307
5801
8006
6344
4803
10904
1339
411
8468
6945
5471
8828
4157
1134
1071
5542
2213
5633
9245
2145
4901
39
10430
7941
6189
7985
8296
614
894
6236
1704
4257
7707
8388
1050
855
9352
4801
7088
8466
470
2433
1036
392
2169
84
5316
8339
4272
2617
1840
7254
5999
6178
4563
3370
756
2773
6610
8967
6182
7452
2570
1443
6537
5338
9158
3870
12036
3574
864
10135
5595
8643
2287
9918
2484</p>