interval_predict: Get predictions plus uncertainty intervals on a new dataset

In dhopp1/nowcastLSTM: LSTMs for Nowcasting

Get predictions plus uncertainty intervals on a new dataset

Usage

interval_predict(
  model,
  data,
  interval = 0.95,
  only_actuals_obs = FALSE,
  start_date = NULL,
  end_date = NULL,
  data_availability_weight_scheme = "fc"
)

Arguments

model	a trained LSTM model gotten from calling LSTM()
data	dataframe with the same columns the model was trained on
interval	number between 0 and 1, uncertainty interval. A closer number to one gives a higher uncertainty interval. E.g., 0.95 (95 \item only_actuals_obswhether or not to produce predictions for periods without an actual. E.g. FALSE will return predictions for months in between quarters, even if the target variable is quarterly. \item start_datestring in "YYYY-MM-DD" format, start date of generating predictions. To save calculation time, i.e. just calculating after testing date instead of all dates \item end_datestring in "YYYY-MM-DD" format, end date of generating predictions \item data_availability_weight_schemestring, weighting scheme for data avilability. "fc" for weighting variables by feature contribution, "equal" for weighting each equally.

dataframe with periods, actuals if available, point predictions, lower and upper uncertainty intervals Get predictions plus uncertainty intervals on a new dataset

dhopp1/nowcastLSTM documentation built on May 7, 2024, 9:30 a.m.