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

Function for ELM forecasting with Temporal Hierarchies.

1 |

`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 |

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 |

`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. |

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

.

Nikolaos Kourentzes, [email protected]

For combination operators see: Kourentzes N., Barrow B.K., Crone S.F. (2014) Neural network ensemble operators for time series forecasting.

*Expert Systems with Applications*,**41**(**9**), 4235-4244.For ELMs see: Huang G.B., Zhou H., Ding X. (2006) Extreme learning machine: theory and applications.

*Neurocomputing*,**70**(**1**), 489-501.

1 2 3 4 5 | ```
## **Not run:**
library(thief)
frc <- thief(AirPassengers,forecastfunction=elm.thief)
plot(frc)
## End(**Not run**)
``` |

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