R/examples/example_combine_forecasts.R

In forecastML: Time Series Forecasting with Machine Learning Methods

# Example with "type = 'horizon'".
data("data_seatbelts", package = "forecastML")

horizons <- c(1, 3, 12)
lookback <- 1:15

data_train <- create_lagged_df(data_seatbelts, type = "train", outcome_col = 1,
                               lookback = lookback, horizon = horizons)

windows <- create_windows(data_train, window_length = 0)

model_function <- function(data, my_outcome_col) {
  model <- lm(DriversKilled ~ ., data = data)
  return(model)
}

model_results <- train_model(data_train, windows, model_name = "LM", model_function)

data_forecast <- create_lagged_df(data_seatbelts, type = "forecast", outcome_col = 1,
                                  lookback = lookback, horizon = horizons)

prediction_function <- function(model, data_features) {
  x <- data_features
  data_pred <- data.frame("y_pred" = predict(model, newdata = x))
  return(data_pred)
}

data_forecasts <- predict(model_results, prediction_function = list(prediction_function),
                          data = data_forecast)

data_combined <- combine_forecasts(data_forecasts)

plot(data_combined)