Moving window prediction
1 2 | PredictMovingWindow(Date, dt, forecast = NULL, probs = c(0.05, 0.5, 0.95),
k = 12L)
|
Date |
date from which to predict |
dt |
data.table with daily measurements (at least last 30 years) |
forecast |
data.table with operational forecast |
probs |
probabilities to predict |
k |
integer size of moving window in years |
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