NBest

data.frame: a data frame of forecasts to combine, assumes one column named "observed"

forecasts

int: maximum number of forecasts to select

n.max

int: size of rolling window to evaluate forecast error over, use entire period if NA

window

A function to subset the n-best forecasts;
assumes column named observed.

A comprehensive and cohesive API for the out-of-sample forecasting workflow:
data preparation, forecasting - including both traditional econometric time series models and
modern machine learning techniques - forecast combination, model and error analysis, and
forecast visualization.

NBest: Select N-best forecasts

Description

Usage

Arguments

Value