predict.tspred: Predict method for 'tspred' objects

In TSPred: Functions for Benchmarking Time Series Prediction

Description

Obtains predictions for the time series data contained in a tspred class object based on a particular trained model and a prediction method. The model training and prediction method is defined by a modeling object contained in the tspred class object.

Usage

## S3 method for class 'tspred'
predict(object, onestep = obj$one_step, ...)

Arguments

object	An object of class tspred defining a particular time series prediction process.
onestep	Should the function produce one-step ahead predictions? If FALSE, a multi-step ahead prediction approach is adopted.
...	Other parameters passed to the method predict of the modeling object from object.

Details

The function predict.tspred calls the method predict on the modeling objects for each trained model and time series contained in object. Finally, the produced time series predictions are introduced in the structure of the tspred class object in object.

Value

An object of class tspred with updated structure containing the produced time series predictions.

Author(s)

Rebecca Pontes Salles

See Also

[tspred()] for defining a particular time series prediction process, and [ARIMA()] for defining a time series modeling and prediction method.

Other predict: predict()

Examples

data(CATS)

#Obtaining objects of the processing class
proc1 <- subsetting(test_len=20)
proc2 <- BoxCoxT(lambda=NULL)
proc3 <- WT(level=1, filter="bl14")

#Obtaining objects of the modeling class
modl1 <- ARIMA()

#Obtaining objects of the evaluating class
eval1 <- MSE_eval()

#Defining a time series prediction process
tspred_1 <- tspred(subsetting=proc1,
                   processing=list(BCT=proc2,
                                   WT=proc3),
                   modeling=modl1,
                   evaluating=list(MSE=eval1)
)
summary(tspred_1)

tspred_1 <- subset(tspred_1, data=CATS[3])
tspred_1 <- preprocess(tspred_1,prep_test=FALSE)
tspred_1 <- train(tspred_1)
tspred_1 <- predict(tspred_1, onestep=TRUE)

TSPred documentation built on Jan. 21, 2021, 5:10 p.m.