methods_list: Benchmark methods list

In xqnwang/fuma: Forecast uncertainty based on model averaging (FUMA)

Description

A list of the forecasting methods used for calculating the point forecasts and prediction intervals with different confidence levels.

Usage

methods_list()

snaive_fun(x, h, level)

naive_fun(x, h, level)

auto_arima_fun(x, h, level)

ets_fun(x, h, level)

tbats_fun(x, h, level)

stlm_ar_fun(x, h, level)

rw_drift_fun(x, h, level)

thetaf_fun(x, h, level)

Arguments

x	a ts object with the input time series
h	the amount of future time steps to forecast
level	the confidence levels for prediction intervals.

Functions

• snaive_fun: forecast::snaive

• naive_fun: forecast::naive

• auto_arima_fun: forecast::auto.arima

• ets_fun: forecast::ets

• tbats_fun: forecast::tbats

• stlm_ar_fun: forecast::stlm with ar modelfunction

• rw_drift_fun: forecast::rwf

• thetaf_fun: forecast::thetaf

xqnwang/fuma documentation built on May 29, 2021, 6:38 a.m.