accuracy.cvts

Returns range of summary measures of the cross-validated forecast accuracy
for <code>cvts</code> objects.

Convenient functions for ensemble forecasts in R combining
approaches from the 'forecast' package. Forecasts generated from auto.arima(), ets(),
thetaf(), nnetar(), stlm(), tbats(), snaive() and arfima() can be combined with equal weights, weights
based on in-sample errors (introduced by Bates & Granger (1969) <doi:10.1057/jors.1969.103>),
or cross-validated weights. Cross validation for time series data with user-supplied models
and forecasting functions is also supported to evaluate model accuracy.

David Shaub

forecastHybrid

Convenient Functions for Ensemble Time Series Forecasts

Peter Ellis

accuracy.cvts function

<dl><dt>object</dt>
<dd>a <code>cvts</code> objected created by <code>cvts</code>.</dd>
<dt>...</dt>
<dd>other arguments (ignored).</dd>
<dt>f</dt>
<dd>Deprecated. Please use `object` instead.</dd></dl>

Arguments

Author

Accuracy measures for cross-validated time series — accuracy.cvts

<dl>

<dt>object</dt>
<dd>a <code>cvts</code> objected created by <code>cvts</code>.</dd>


<dt>...</dt>
<dd>other arguments (ignored).</dd>


<dt>f</dt>
<dd>Deprecated. Please use `object` instead.</dd>

</dl>

accuracy.cvts: Accuracy measures for cross-validated time series

Description

Usage

Arguments

Author

Details