get_top_models: Extract top learners from their weights

In tsensembler: Dynamic Ensembles for Time Series Forecasting

Description

This function extracts the top learners at each test point from a score matrix, according to the committee ratio omega.

Usage

get_top_models(scores, omega)

Arguments

scores	data frame containing the weights;
omega	committee ratio of top base learners

Value

A list containing the top base models

See Also

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

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