bias_adjust: Bias adjust back-transformation functions
In fabletools: Core Tools for Packages in the 'fable' Framework
bias_adjust R Documentation
Bias adjust back-transformation functions
Description
To produce forecast means (instead of forecast medians) it is necessary to adjust the back-transformation function relative to the forecast variance.
Usage
bias_adjust(bt, sd)
Arguments
bt
The back-transformation function
sd
The forecast standard deviation
Details
More details about bias adjustment can be found in the transformations vignette: read the vignette:
vignette("transformations", package = "fable")
Examples
adj_fn <- bias_adjust(function(x) exp(x), 1:10)
y <- rnorm(10)
exp(y)
adj_fn(y)
fabletools documentation built on Oct. 12, 2023, 1:07 a.m.
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| bias_adjust | R Documentation |
Bias adjust back-transformation functions
Description
To produce forecast means (instead of forecast medians) it is necessary to adjust the back-transformation function relative to the forecast variance.
Usage
bias_adjust(bt, sd)
Arguments
bt |
The back-transformation function |
sd |
The forecast standard deviation |
Details
More details about bias adjustment can be found in the transformations vignette: read the vignette:
vignette("transformations", package = "fable")
Examples
adj_fn <- bias_adjust(function(x) exp(x), 1:10)
y <- rnorm(10)
exp(y)
adj_fn(y)
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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