fforms_combinationforecast: Combination forecast based on fforms

In seer: Feature-Based Forecast Model Selection

Combination forecast based on fforms

Description

Compute combination forecast based on the vote matrix probabilities

Usage

fforms_combinationforecast(
  fforms.ensemble,
  tslist,
  database,
  h,
  holdout = TRUE,
  parallel = FALSE,
  multiprocess = future::multisession
)

Arguments

fforms.ensemble	a list output from fforms_ensemble function
tslist	list of new time series
database	whethe the time series is from mcom or other
h	length of the forecast horizon
holdout	if holdout=TRUE take a holdout sample from your data to caldulate forecast accuracy measure, if FALSE all of the data will be used for forecasting. Default is TRUE
parallel	If TRUE, multiple cores (or multiple sessions) will be used. This only speeds things up when there are a large number of time series.
multiprocess	The function from the future package to use for parallel processing. Either multisession or multicore. The latter is preferred for Linux and MacOS.

Value

a list containing, point forecast, confidence interval, accuracy measure

Author(s)

Thiyanga Talagala

seer documentation built on Oct. 1, 2022, 9:06 a.m.