Multi step prediction with updated dynamics
1 2 | multistep.prediction(model, x, dyns, h, ft_model, update.dynamics = TRUE,
model_cols, predfun)
|
model |
Predictive model |
x |
Past lags in the test data |
dyns |
Dynamics in the test data (for h=1) |
h |
Forecasting horizon |
ft_model |
Feat engineer model for updating dynamics |
update.dynamics |
logical. If true, dynamics are updated for h>1 |
model_cols |
Names of the features in trained model |
predfun |
Prediction fun for making predictions using model |
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