forecast.ESN: Forecast an Echo State Network

In echos: Echo State Networks for Time Series Modeling and Forecasting

Forecast an Echo State Network

Description

Forecast an Echo State Network (ESN) from a trained model via recursive forecasting. Forecast intervals are generated by simulating future sample path based on a moving block bootstrap of the residuals and estimating the quantiles from the simulations. The function is a wrapper for forecast_esn() and intended to be used in combination with fabletools::model().

Usage

## S3 method for class 'ESN'
forecast(
  object,
  new_data,
  normal = TRUE,
  n_sim = 200,
  specials = NULL,
  xreg = NULL,
  ...
)

Arguments

object	An object of class mdl_df, containing an ESN model.
new_data	Forecast horizon (n-step ahead forecast).
normal	Logical value. If TRUE, dist_normal() is used, otherwise dist_sample().
n_sim	Integer value. The number of future sample path generated during simulation.
specials	Currently not in use.
xreg	A tsibble containing exogenous variables.
...	Currently not in use.

Value

An object of class fbl_ts ("fable").

Examples

library(tsibble)
library(fable)
AirPassengers %>%
as_tsibble() %>%
model("ESN" = ESN(value)) %>%
forecast(h = 18)

echos documentation built on June 23, 2025, 5:09 p.m.