WeightedEnsemble: Weighted Ensemble for Hybrid Model

In WeightedEnsemble: Weighted Ensemble for Hybrid Model

Weighted Ensemble for Hybrid Model

Description

Weighted Ensemble for Hybrid Model

Usage

WeightedEnsemble(df, Method = "PSO", test_data = NULL, forecast = NULL)

Arguments

df	Data set (training result) with first column as observed value
Method	Method of optimization
test_data	Test result
forecast	Forecast result

Value

• Weights: Optimized weight

• Optimized_Result: Optimized result

References

J. S. Armstrong. Combining forecasts: The end of the beginning or the beginning of the end? International Journal of Forecasting, 5(4):585–588, 1989.

Examples

y1<-rnorm(100,mean=100,sd=50)
y2<- rnorm(100,mean=100,sd=50)
y3<- rnorm(100,mean=100,sd=50)
y4<-rnorm(100,mean=100,sd=50)
y<-rnorm(100,mean=100,sd=50)
data<-cbind(y,y1,y2,y3,y4)
OptiSemble<-WeightedEnsemble(df=data)

WeightedEnsemble documentation built on April 10, 2023, 5:07 p.m.