Paul,

On Wed, 20 Jun 2018 at 09:04, Paul Bernal <paulberna...@gmail.com> wrote:
> I would like to know if R has any unsupervised algorithm to generate 
> forecasts for historical data.

Yes , it does. Perhaps you'd be kind enough to provide a sample of
your data --dput(sample(pauls.data)) on gist.github.com -- and what
you wish to achieve with it? Many thanks! -- H
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