accuracy_rwd

list containing training and test part of a time series

ts_info

function to calculate the accuracy function, the arguments of this function
should be forecast, training and test set of the time series

function_name

number of measures calculated by the function

length_out

Calculate accuracy measure based on random walk with drift

A novel meta-learning framework for forecast model selection using time series features. Many applications require a large number of time series to be forecast. Providing better forecasts for these time series is important in decision and policy making. We propose a classification framework which selects forecast models based on features calculated from the time series. We call this framework FFORMS (Feature-based FORecast Model Selection). FFORMS builds a mapping that relates the features of time series to the best forecast model using a random forest. 'seer' package is the implementation of the FFORMS algorithm. For more details see our paper at <https://www.monash.edu/business/econometrics-and-business-statistics/research/publications/ebs/wp06-2018.pdf>.

accuracy_rwd: Calculate accuracy measure based on random walk with drift

Description

Usage

Arguments

Value