extractForecasts: Extract cross validated rolling forecasts
In forecastHybrid: Convenient Functions for Ensemble Time Series Forecasts
Description
Usage
Arguments
Details
Value
Author(s)
Examples
Description
Obtain cross validated forecasts when rolling cross validation is used. The object is not
inspected to see if it was fit using a rolling origin
Usage
1
extractForecasts(cv, horizon = 1)
Arguments
cv
An object of class cvts
horizon
The forecast horizon from each fold to extract
Details
Combine the cross validated forecasts fit with a rolling origin. This may be useful
to visualize and investigate the cross validated performance of the model
Value
Forecasts computed via a rolling origin
Author(s)
Ganesh Krishnan
Examples
1
2
3
4
cv <- cvts(AirPassengers, FUN = stlm, FCFUN = forecast,
rolling = TRUE, windowSize = 134, horizon = 2)
extractForecasts(cv)
forecastHybrid documentation built on Aug. 28, 2020, 9:08 a.m.
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Description Usage Arguments Details Value Author(s) Examples
Description
Obtain cross validated forecasts when rolling cross validation is used. The object is not inspected to see if it was fit using a rolling origin
Usage
1 | extractForecasts(cv, horizon = 1)
|
Arguments
cv |
An object of class cvts |
horizon |
The forecast horizon from each fold to extract |
Details
Combine the cross validated forecasts fit with a rolling origin. This may be useful to visualize and investigate the cross validated performance of the model
Value
Forecasts computed via a rolling origin
Author(s)
Ganesh Krishnan
Examples
1 2 3 4 | cv <- cvts(AirPassengers, FUN = stlm, FCFUN = forecast,
rolling = TRUE, windowSize = 134, horizon = 2)
extractForecasts(cv)
|
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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