base_ensemble-class: base_ensemble-class

In tsensembler: Dynamic Ensembles for Time Series Forecasting

Description

base_ensemble is a S4 class that contains the base models comprising the ensemble. Besides the base learning algorithms – base_models – base_ensemble class contains information about other meta-data used to compute predictions for new upcoming data.

Slots

base_models

a list comprising the base models;

pre_weights

Normalized relative weights of the base learners according to their performance on the available data;

form

formula;

colnames

names of the columns of the data used to train the base_models;

N

number of base models;

model_distribution

base learner distribution with respect to the type of learner. That is, the number of Decision Trees, SVMs, etc.

tsensembler documentation built on Oct. 27, 2020, 5:07 p.m.