echos (version 1.0.3)

forecast.ESN: Forecast an Echo State Network

Description

Forecast an Echo State Network (ESN) from a trained model via recursive forecasting. Forecast intervals are generated by simulating future sample path based on a moving block bootstrap of the residuals and estimating the quantiles from the simulations. The function is a wrapper for forecast_esn() and intended to be used in combination with fabletools::model().

Usage

# S3 method for ESN
forecast(
  object,
  new_data,
  normal = TRUE,
  n_sim = 200,
  specials = NULL,
  xreg = NULL,
  ...
)

Value

An object of class fbl_ts ("fable").

Arguments

object

An object of class mdl_df, containing an ESN model.

new_data

Forecast horizon (n-step ahead forecast).

normal

Logical value. If TRUE, dist_normal() is used, otherwise dist_sample().

n_sim

Integer value. The number of future sample path generated during simulation.

specials

Currently not in use.

xreg

A tsibble containing exogenous variables.

...

Currently not in use.

See Also

Other tidy functions: ESN(), filter_esn(), fitted.ESN(), glance.ESN(), model_sum.ESN(), report.ESN(), reservoir(), residuals.ESN(), tidy.ESN()

Examples

library(tsibble)
library(fable)
AirPassengers %>%
as_tsibble() %>%
model("ESN" = ESN(value)) %>%
forecast(h = 18)