Description Usage Arguments Value
A wrapper around simulate.sarimaTD suitable for use as the
simulate_trajectories_function
argument to
get_log_scores_via_trajectory_simulation
.
1 2 3 | sample_predictive_trajectories_arima_wrapper(n_sims,
max_prediction_horizon, data, region, analysis_time_season,
analysis_time_season_week, params)
|
n_sims |
number of trajectories to simulate |
max_prediction_horizon |
how many steps ahead to simulate |
data |
data set |
region |
region |
analysis_time_season |
season in which we're predicting |
analysis_time_season_week |
week of the season in which we're making our predictions, using all data up to the analysis time to make predictions for later time points |
params |
other parameters. A list with the following entries: * fits_filepath = path to a directory where SARIMA model fits are located * prediction_target_var = string naming variable in data we are predicting * seasonal_difference = logical specifying whether a seasonal difference should be computed manually before passing to auto.arima * transformation = string, either "log", "box-cox", or "none", indicating type of transformation to do * first_test_season = string, in format of "2011/2012", specifying first test season. |
an n_sims by h matrix with simulated values
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