generate_training_data_from_M4: Generate training data

In ing-bank/tsforecast: Time Series Forecasting Pipeline

Description

generate_training_data_from_M4 is a function to generate training data from the M4 time series forecasting competition data. The M4 data comes from the M4comp2018 package, which contains 100.000 time series from different domains. The available M4 time series are filtered to only the monthly time series, corresponding to Finance data, which are between 5 and 15 years long. The training data is used for training a Feature-based Forecast Model Averaging (FFORMA) model.

Usage

generate_training_data_from_M4(
  n = 1,
  dir_fforma = file.path(getwd(), "data/fforma_training_data"),
  verbose = TRUE
)

Arguments

n	A positive integer value indicating the number of sample time series to draw from the total set of M4 times series.
dir_fforma	A character string specifying the path to the directory where the training data is stored to do FFORMA training.
verbose	Boolean, which is set to TRUE if status updates are valued, or set to FALSE if they are not.

Value

Nothing.

Examples

generate_training_data_from_M4()

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