elm.thief: ELM network for THieF.

Description Usage Arguments Value Note Author(s) References See Also Examples

View source: R/elm.R

Description

Function for ELM forecasting with Temporal Hierarchies.

Usage

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Arguments

y

Input time series. Can be ts or msts object.

h

Forecast horizon. If NULL then h is set to match frequency of time series.

...

Additional arguments passed to elm.

Value

An object of classes "forecast.net" and "forecast". The function plot produces a plot of the forecasts. An object of class "forecast.net" is a list containing the following elements:

method

The name of the forecasting method as a character string

mean

Point forecasts as a time series

all.mean

An array h x reps of all ensemble members forecasts, where reps are the number of ensemble members.

x

The original time series (either fit used to create the network.

fitted

Fitted values. Any values not fitted for the initial period of the time series are imputted with NA.

residuals

Residuals from the fitted network.

Note

This function is created to work with Temporal Hierarchied (thief package). For conventional ELM networks use elm.

Author(s)

Nikolaos Kourentzes, [email protected]

References

See Also

elm, plot.forecast.net.

Examples

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## **Not run:** 
library(thief)
frc <- thief(AirPassengers,forecastfunction=elm.thief)
plot(frc)
## End(**Not run**)

trnnick/TStools documentation built on Aug. 12, 2018, 4:31 a.m.