fforms_ensemble

This function identify models to be use in producing combination forecast

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>.

Thiyanga Talagala

seer

Feature-Based Forecast Model Selection

Rob J Hyndman

George Athanasopoulos

fforms_ensemble function

<dl><dt>votematrix</dt>
<dd>a matrix of votes of probabilities based of fforms random forest classifier</dd>
<dt>threshold</dt>
<dd>threshold value for sum of probabilities of votes, default is 0.5</dd></dl>

Arguments

Author

Function to identify models to compute combination forecast using FFORMS algorithm — fforms_ensemble

<dl>

<dt>votematrix</dt>
<dd>a matrix of votes of probabilities based of fforms random forest classifier</dd>


<dt>threshold</dt>
<dd>threshold value for sum of probabilities of votes, default is 0.5</dd>

</dl>

fforms_ensemble: Function to identify models to compute combination forecast using FFORMS algorithm

Description

Usage

Value

Arguments

Author