In forvis/forvision: Tools for forecast visualisation and evaluation

knitr::opts_chunk$set(
  collapse = TRUE,
  comment = "#>"
)

Forecast Table Schema is needed to store forecasting results.

Each table line corresponds to all the forecasting results obtained for a given time series series using a given method for a given horizon for a given origin:

| Field name (column name)| Description| Examples | | --- | ---| ---- | |series_id | Time series ID for which the forecast was calculated| "Y1" | |timestamp|Any representation of the period to which the observation relates. We recommend the use of the ISO 8601 standard|"1997" in case of yearly data, "1997-01-20" in case of daily data, "1997-11" in case of monthly data, "1997-W03" in case of weekly data, "2018-Q2" in case of quarterly data| |origin_timestamp|Origin of the forecast (provided in a timestamp format)|"1996-12-29"| |horizon| Forecast horizon| 3 | |method_id*| Method identifier - a unique name that identifies a method by which the forecasting result was calculated| "ARIMA"| |forecast| Point forecast| 234| |lo90| The lower limit for the 90% prediction interval|178| |hi90| The upper limit for the 90% prediction interval|273|

*the key (the unique value that should not duplicated) for this table schema is series_id, method_id, timestamp, origin_timestamp, horizon.

Example:

library(forvision)
head(m3_yearly_fc, 10)

forvis/forvision documentation built on April 30, 2020, 3:28 a.m.