build_committee: Building a committee for an ADE model

In vcerqueira/tsensembler: Dynamic Ensembles for Time Series Forecasting

Description

Building a committee for an ADE model

Usage

build_committee(Y_hat, Y, lambda, omega)

Arguments

Y_hat	A data.frame containing the predictions of base models;
Y	True values of the time interval for which to compute the committee;
lambda	Window size. Number of observations to take into account to build the committee;
omega	Committee ratio – ratio of models to dynamically weight across the data;

See Also

Other weighting base models: EMASE, get_top_models, model_recent_performance, model_weighting, select_best

vcerqueira/tsensembler documentation built on Oct. 28, 2020, 11:46 p.m.