Description Usage Arguments Value
View source: R/forecasting-ranfor.R
Fit a random forest model with the output as the 1-step ahead
value and the predictors as the 5 previous lags. This is functionally
similar to the time-delay embedding approach with an embedding of 5, but
using randomForest
to estimate the forecast
function.
1 | ranfor_ts(timeseries, num_ahead = 5, level = 95)
|
timeseries |
the time series to forecast |
num_ahead |
the number of points at the end of the time series to forecast |
level |
Confidence level for prediction intervals. |
a data.frame of the mean forecasts, the observed values, and the lower and upper CI levels (if an error occurs, then just NA values)
Add the following code to your website.
For more information on customizing the embed code, read Embedding Snippets.