combination_forecast: Function to generate combination forecast

In thiyangt/fformpp: Feature-based FORecast Model Performance Prediction

Function to generate combination forecast

Description

Select "n" number of algorithms based on minimum forecast error

Usage

combination_forecast(
  predicted,
  ncomp = 2,
  accmat = NULL,
  real.error = NULL,
  tslist = TRUE,
  forecast_list = NULL,
  h = NULL,
  weights = TRUE,
  measure = NULL
)

Arguments

predicted	prediction value matrix
ncomp	number of algorithms use to combine
accmat	function to compute forecast accuracy
real.error	optional, matrix of MASE values for all algorithms for test data
tslist	list of time series, as in the format of Mcomp object
forecast_list	true forecast from different models
h	length of forecast horizon
weights	weighted by MASE
measure	summary measure to be used mean or median

Value

list containing the forecasts and summaries

thiyangt/fformpp documentation built on Jan. 5, 2024, 5:44 a.m.