apply_fforma_model: Apply the FFORMA model

In ing-bank/tsforecast: Time Series Forecasting Pipeline

Description

apply_fforma_model is a function to apply the FFORMA meta model (which has been trained using the train_fforma_model function) to a set of model forecasts comming from a single row of the main_forecasting_table.

Usage

apply_fforma_model(
  fc_models,
  ts_object_train,
  verbose = FALSE,
  log_message = ""
)

Arguments

ts_object_train	A time series object, which contains only the training data.
fc_errors	A tibble with data on the fc errors for all the forecast models in fc_models.

Value

A tibble with data on the fc errors for all the forecast models in fc_models, which has been extended with the FFORMA meta model forecasts and fc errors.

Examples

ts_object_train <- tstools::initialize_ts_forecast_data(
      data = dummy_gasprice,
      date_col = "year_month", 
      col_of_interest = "gasprice", 
      group_cols = c("state", "oil_company"), 
      xreg_cols = c("spotprice", "gemprice")
   ) %>% 
   dplyr::filter(grouping == "state = New York   &   oil_company = CompanyA") %>% 
   tstools::transform_data_to_ts_object()
fc_models <- add_all_univariate_forecast_models(
   ts_object_train = ts_object_train,
   periods_ahead = 12,
   verbose = T
)
apply_fforma_model(
   ts_object_train = ts_object_train,
   fc_models = fc_models
)

ing-bank/tsforecast documentation built on Sept. 18, 2020, 9:40 a.m.