temp_holdout: Create Temporal Crossvalidated Dataset

Description Usage Arguments Details Value

View source: R/ensemble_classifier.R

Description

Creates a datasets of time series for forecasting and metalearning by extracting the final observations of each series

Usage

1
temp_holdout(dataset)

Arguments

dataset

A list with each element having at least the following

x

A time series object ts with the historical data.

h

The number of required forecasts.

Details

The final h observation are extrated an posed as the true future values in the entry xx of the output list. At least 7 observations are kept as the observable time series x.

Value

A list with the same structure as the input, the following entries may be added or overwritten if existing

x

A time series object ts with the historical data.

xx

A time series with the true future data. Has length h unless the remaining x would be too short.


pmontman/fforma documentation built on March 16, 2020, 12:23 a.m.