predict.elm.fast: Predictions for ELM (fast) network.

In dacronje-quant/Forecasted-Portfolio-Optimisation: Time Series Forecasting with Neural Networks

Description

Calculate predictions for ELM (fast) network.

Usage

## S3 method for class 'elm.fast'
predict(object, newx, na.rm = c(FALSE, TRUE), ...)

Arguments

object	ELM network object, produced using elm.fast.
newx	Explanatory variables. Each column is a variable.
na.rm	If TRUE remove columns and object produces an ensemble forecast, then remove any members that give NA in their forecasts.
...	Unused argument.

Value

Returns a list with:

• Y.hat - Ensemble prediction.

• Y.all - Predictions of each training repetition.

Author(s)

Nikolaos Kourentzes, [e-mail]

See Also

elm.fast.

Examples

## Not run: 
 p <- 2000
 n <- 150
 X <- matrix(rnorm(p*n),nrow=n)
 b <- cbind(rnorm(p))
 Y <- X %*% b
 fit <- elm.fast(Y,X)
 predict(fit,X)

## End(Not run)

dacronje-quant/Forecasted-Portfolio-Optimisation documentation built on Nov. 4, 2019, 9:36 a.m.