View source: R/class-forecast-binary.R
as_forecast_binary | R Documentation |
forecast
object for binary forecastsProcess and validate a data.frame (or similar) or similar with forecasts
and observations. If the input passes all input checks, those functions will
be converted to a forecast
object. A forecast object is a data.table
with
a class forecast
and an additional class that depends on the forecast type.
The arguments observed
, predicted
, etc. make it possible to rename
existing columns of the input data to match the required columns for a
forecast object. Using the argument forecast_unit
, you can specify
the columns that uniquely identify a single forecast (and thereby removing
other, unneeded columns. See section "Forecast Unit" below for details).
as_forecast_binary(
data,
forecast_unit = NULL,
observed = NULL,
predicted = NULL
)
data |
A data.frame (or similar) with predicted and observed values. See the details section of for additional information on the required input format. |
forecast_unit |
(optional) Name of the columns in |
observed |
(optional) Name of the column in |
predicted |
(optional) Name of the column in |
A forecast
object of class forecast_binary
The input needs to be a data.frame or similar with the following columns:
observed
: factor
with exactly two levels representing the observed
values. The highest factor level is assumed to be the reference level.
This means that corresponding value in predicted
represent the
probability that the observed value is equal to the highest factor level.
predicted
: numeric
with predicted probabilities, representing
the probability that the corresponding value in observed
is equal to
the highest available factor level.
For convenience, we recommend an additional column model
holding the name
of the forecaster or model that produced a prediction, but this is not
strictly necessary.
See the example_binary data set for an example.
In order to score forecasts, scoringutils
needs to know which of the rows
of the data belong together and jointly form a single forecasts. This is
easy e.g. for point forecast, where there is one row per forecast. For
quantile or sample-based forecasts, however, there are multiple rows that
belong to a single forecast.
The forecast unit or unit of a single forecast is then described by the
combination of columns that uniquely identify a single forecast.
For example, we could have forecasts made by different models in various
locations at different time points, each for several weeks into the future.
The forecast unit could then be described as
forecast_unit = c("model", "location", "forecast_date", "forecast_horizon")
.
scoringutils
automatically tries to determine the unit of a single
forecast. It uses all existing columns for this, which means that no columns
must be present that are unrelated to the forecast unit. As a very simplistic
example, if you had an additional row, "even", that is one if the row number
is even and zero otherwise, then this would mess up scoring as scoringutils
then thinks that this column was relevant in defining the forecast unit.
In order to avoid issues, we recommend setting the forecast unit explicitly,
using the forecast_unit
argument. This will simply drop unneeded columns,
while making sure that all necessary, 'protected columns' like "predicted"
or "observed" are retained.
Other functions to create forecast objects:
as_forecast_nominal()
,
as_forecast_point()
,
as_forecast_quantile()
,
as_forecast_sample()
as_forecast_binary(
example_binary,
predicted = "predicted",
forecast_unit = c("model", "target_type", "target_end_date",
"horizon", "location")
)
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