crossv_ts_multi: Time series cross-validation for list of modelling functions

In malexan/forecastbox: Toolbox of forecasting algorithms wrapped in web application

Description

Computes the forecast errors obtained by applying each of models to subsets of the time series ts using a rolling (accumulating) forecast origin.

Usage

crossv_ts_multi(ts, h, tail2CV, models, params)

Examples

crossv_ts_multi(gas, h = 1,
               tail2CV = 6,
               models = c("auto.arima", "ets", "bats"),
               params = list(
                 list(stepwise = FALSE,
                      approximation = FALSE),
                 list(damped = TRUE),
                 list()
               )
)

malexan/forecastbox documentation built on May 29, 2019, 3:44 a.m.