simple_combination: Simple combination of univariate time series forecasting...

In yvesmauron/univariate-time-series-forecasting: Intelligent Algorithms to be Integrated in Business Intelligence solutions.

Description

Combines muultiple forecasts using definable combination operators.

Usage

simple_combination(
  y,
  h,
  fcs_mats = NA,
  levels,
  methods,
  point_combination = "median",
  pi_combination_upper = "median",
  pi_combination_lower = "median",
  allow_negatives = F,
  ...
)

Arguments

y	Time series object.
h	Horizons to be predicted.
levels	Prediction interval levels. Optional, default c(95).
methods	Methods to be combined. Optional, default auto_ets, auto_arima, auto_thetaf.
point_combination	Point forecast combination operator. Optional, default meidan.
pi_combination_upper	combination operator of the upper bound of the prediction intervals. Optional, default max.
pi_combination_lower	combination operator for the lower bounds of the prediction intervals. Optional, default min.
allow_negatives	Flag indicating whether to allow negative values or not. Optional, default FALSE.
...	passed to the forecasting functions

Value

combined forecasts of time series y including confidence intervals

yvesmauron/univariate-time-series-forecasting documentation built on March 2, 2020, 12:20 a.m.