R/examples/example_calculate_intervals.R

In nredell/forecastML: Time Series Forecasting with Machine Learning Methods

\dontrun{
  data("data_seatbelts", package = "forecastML")

  data_train <- create_lagged_df(data_seatbelts, type = "train", method = "direct",
                                 outcome_col = 1, lookback = 1:15,
                                 horizons = c(1, 6, 12))

  windows <- create_windows(data_train, window_length = 0)

  model_fn <- function(data) {
    model <- lm(DriversKilled ~ ., data)
  }

  model_results <- train_model(data_train, windows, model_name = "OLS",
                               model_function = model_fn)

  predict_fn <- function(model, data) {
    data_pred <- as.data.frame(predict(model, data))
  }

  data_fit <- predict(model_results, prediction_function = list(predict_fn), data = data_train)

  residuals <- residuals(data_fit)

  data_forecast <- create_lagged_df(data_seatbelts, type = "forecast",
                                    method = "direct", outcome_col = 1,
                                    lookback = 1:15, horizons = c(1, 6, 12))

  data_forecasts <- predict(model_results, prediction_function = list(predict_fn),
                            data = data_forecast)

  data_forecasts <- combine_forecasts(data_forecasts)

  data_forecasts <- calculate_intervals(data_forecasts, residuals, times = 30)

  plot(data_forecasts)
}