fabletools (version 0.5.0)

bias_adjust: Bias adjust back-transformation functions

Description

To produce forecast means (instead of forecast medians) it is necessary to adjust the back-transformation function relative to the forecast variance.

Usage

bias_adjust(bt, sd)

Arguments

bt

The back-transformation function

sd

The forecast standard deviation

Details

More details about bias adjustment can be found in the transformations vignette: read the vignette: vignette("transformations", package = "fable")

Examples

adj_fn <- bias_adjust(function(x) exp(x), 1:10)
y <- rnorm(10)
exp(y)
adj_fn(y)