combine_predictions: Combining the predictions of several models

Description Usage Arguments

View source: R/forecast.R

Description

This function simply applies a weighted average, where the predictions of the base models Y_hat are weighted according to their weights W. If a committee is specified, only models in the committee are weighted.

Usage

1
combine_predictions(Y_hat, W, committee = NULL)

Arguments

Y_hat

a data.frame with the predictions of the base models;

W

a matrix or data.frame with the weights of the base models;

committee

A list containing the ids of the models in the committee.


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