ade_hat-class: Predictions by an ADE ensemble
In vcerqueira/tsensembler: Dynamic Ensembles for Time Series Forecasting

Description Slots See Also

Predictions produced by a ADE-class object. It contains y_hat, the combined predictions, Y_hat, the predictions of each base model, Y_committee, the base models used for prediction at each time point, and E_hat, the loss predictions by each meta-model.

y_hat: combined predictions of the ensemble ADE-class. A numeric vector;
Y_hat: a matrix containing the predictions made by individual models;
Y_committee: a list describing the models selected for predictions at each time point (according to lambda and omega);
E_hat: predictions of error of each base model, estimated by their respective meta model associate;