combinedBenchmark: combinedBenchmark

In jdestefani/MM4Benchmark: Multivariate (multi-univariate) M4 Benchmarks

Description

Auxiliary function for the combined forecasting method. From https://github.com/M4Competition/M4-methods/blob/master/Benchmarks%20and%20Evaluation.R

Usage

combinedBenchmark(input, h, level = c(80, 95))

Arguments

input	Input time series (numeric vector)
h	Forecasting horizon (numeric scalar)
level	Numeric vector (length 2) containing the upper and lower bound for interval forecasting

Value

h-step forecast for the combined forecasting method (numeric vector - length h)

Examples

x <- AirPassengers
splitting_point <- round(2*length(x)/3)
x_train <- x[1:splitting_point]
h <- 5
x_hat <- combinedBenchmark(x_train,h)

jdestefani/MM4Benchmark documentation built on Dec. 20, 2021, 10:05 p.m.