ensembleAR: AR Ensemble and Predictive Distribution

Description Usage Arguments Value Author(s) Examples

Description

A wrapper for sequential processing of the functions ar_ensemble and ar_preddistr.

Usage

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ensembleAR(ens, obs_col, mem_col, skip = 0, train_ar = 90,
  train_crps = 30)

Arguments

ens

A data frame with one observation column, at least one forecast column, and at least one additional column (e.g. date).

obs_col

The observation column.

mem_col

The column(s) of the forecast members(s).

skip

A number corresponding to the forecast ahead time (0 for ahead times not greater than 24 hours, 1 for ahead times greater than 24 hours and not greater than 48 hours, and so on).

train_ar

The length of the rolling training period used for fitting an autoregressive process.

train_crps

The length of the additional training period used for computing the predictive standard deviation.

Value

A data frame.

Author(s)

J. Gross, A. Moeller.

Examples

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ensembleAR(ens = Magdeburg[1:(90 + 30 + 1), -c(57,58)],
    obs_col = 6, mem_col = 7:56)

JuGross/ensAR documentation built on May 10, 2019, 8:23 a.m.