make_future: Convert the forecasts from a 'fable' to a 'future_frame'

In ahaeusser/tscv: Functions and utilities for tidy time series forecasting and time series cross-validation

Convert the forecasts from a fable to a future_frame

Description

make_future converts the forecasts from a fable to a future_frame. A future_frame is a tibble with a standardized format and contains the columns:

• index_id: Date-time index as specified in context.

• series_id: Unique identifier for the time series as specified in context.

• model: Character value. The forecasting model.

• split: Integer value. The number of the train data split.

• horizon: The forecast horizon as integer.

• point: The point forecast as numeric value.

Usage

make_future(fable, context)

Arguments

fable	A fable created via fabletools::forecast().
context	A named list with the identifiers for seried_id, value_id and index_id.

Value

future_frame is a tibble with the forecasts.

ahaeusser/tscv documentation built on July 26, 2023, 3:18 p.m.