seer (version 1.1.8)

rf_forecast: function to calculate point forecast, 95% confidence intervals, forecast-accuracy for new series

Description

Given the prediction results of random forest calculate point forecast, 95% confidence intervals, forecast-accuracy for the test set

Usage

rf_forecast(
  predictions,
  tslist,
  database,
  function_name,
  h,
  accuracy,
  holdout = TRUE
)

Value

a list containing, point forecast, confidence interval, accuracy measure

Arguments

predictions

prediction results obtained from random forest classifier

tslist

list of new time series

database

whethe the time series is from mcom or other

function_name

specify the name of the accuracy function (for eg., cal_MASE, etc.) to calculate accuracy measure, ( if a user written function the arguments for the accuracy function should be training period, test period and forecast).

h

length of the forecast horizon

accuracy

if true a accuaracy measure will be calculated

holdout

if holdout=TRUE take a holdout sample from your data to caldulate forecast accuracy measure, if FALSE all of the data will be used for forecasting. Default is TRUE

Author

Thiyanga Talagala