dets_hat: Predictions by an DETS ensemble

In vcerqueira/tsensembler: Dynamic Ensembles for Time Series Forecasting

Description

Predictions by an DETS ensemble

Usage

dets_hat(y_hat, Y_hat, Y_committee, W)

Arguments

y_hat	combined predictions of the ensemble DETS. 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);
W	a matrix with the weights of the base models at each prediction time.

Value

Set of results from predicting with a DETS ensemble

See Also

Other ensemble predictions: ade_hat-class, ade_hat, dets_hat-class

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