R/forecasting-naive.R

In weecology/MATSS-forecasting: Analysis and Synthesis of Forecasting Ecological Time Series

#' @title Naive one-step ahead forecast
#' @description This model forecasts the next step ahead as the current value, 
#'   and is a baseline model for comparison against.
#'
#' @inheritParams hindcast
#'
#' @return a data.frame of the forecasts and the observed values
#'
#' @export
#'
naive_one_step <- function(timeseries, ...)
{
    f <- function(training, observed = NA, level)
    {
        data.frame(observed = as.numeric(observed),
                   predicted = utils::tail(training, 1), 
                   naive_error = mean(abs(utils::tail(training, -1) - utils::head(training, -1))))
    }
    hindcast(fun = f, timeseries = timeseries, ...)
}