build_committee: Building a committee for an ADE model

In tsensembler: Dynamic Ensembles for Time Series Forecasting

Description

Building a committee for an ADE model

Usage

build_committee(Y_hat, Y, lambda, omega)

Arguments

Y_hat	A data.frame containing the predictions of base models;
Y	True values of the time interval for which to compute the committee;
lambda	Window size. Number of observations to take into account to build the committee;
omega	Committee ratio – ratio of models to dynamically weight across the data;

See Also

Other weighting base models: EMASE(), get_top_models(), model_recent_performance(), model_weighting(), select_best()

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