BETS.grnn.test: Test a set of General Regression Neural Networks

In pedrocostaferreira/BETS: Brazilian Economic Time Series

Description

Given new values of the independent variables, tests a list of trained GRNNs and picks the best net, based on an accuracy measure between the forecasted and the actual values.

Usage

BETS.grnn.test(results, test.set)

Arguments

results	The object returned by BETS.grnn.train.
test.set	A ts list. The first element must be the actual values of the dependent variable. The others, the new values of the regressors.

Value

A list object representing the best network (according to forecasting MAPE). Its fields are:

• mape: The forecasting MAPE

• model: The network object (returned by grnn)

• sigma: The sigma parameter

• id: The id number of the network, as given by BETS.grnn.train

• mean: The predicted values

• x: The original series

• fitted: The fitted values

• actual: The actual values (to be compared with the predicted values)

• residuals: Difference between the fitted values and the series original values

• regressors: The regressors used to train the network

Author(s)

Talitha Speranza [e-mail]

pedrocostaferreira/BETS documentation built on June 1, 2020, 7:53 a.m.