multistep.prediction: Multi step prediction with updated dynamics

Description Usage Arguments

Description

Multi step prediction with updated dynamics

Usage

1
2
multistep.prediction(model, x, dyns, h, ft_model, update.dynamics = TRUE,
  model_cols, predfun)

Arguments

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


vcerqueira/vest documentation built on Feb. 15, 2021, 6:57 p.m.