Description Usage Arguments Value
View source: R/rol_hor_functions.R
Test time series models with the rolling horizon method.
1 2 | rolling_horizon(series, FUN, FUN_PRED, start_eval, eval_periods = 4,
h = 14, regressors = NULL)
|
series |
Time series of the target variable. |
FUN |
Training function, returns a model-object. |
FUN_PRED |
Prediction function, returns a prediction. |
start_eval |
Vector in the shape c(year, period) that form the last point of the first rolling horizon. |
eval_periods |
Number of rolling horizons. |
h |
Horizon length. |
A list of the metrics, data for plotting and the trained models.
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