ensemble_modelspec

Creates and validates an ensemble specification.

Generic methods for use in a time series probabilistic framework, allowing for a common calling convention across packages. Additional methods for time series prediction ensembles and probabilistic plotting of predictions is included. A more detailed description is available at <https://www.nopredict.com/packages/tsmethods> which shows the currently implemented methods in the 'tsmodels' framework.

Alexios Ghalanos

tsmethods

Time Series Methods

Alexios Galanos

ensemble_modelspec function

<dl><dt>...</dt>
<dd>objects of either all of class &#8220;tsmodel.predict&#8221; or 
&#8220;tsmodel.distribution&#8221; representing the probabilistic forecasts for 
the same horizon of optionally different models on the same series and with 
same number of draws. It is expected that the predictive distributions are 
based on joint simulated draws passed to the <code>innov</code> argument in 
the <code>predict</code> function of the supporting models. Instead of ... 
it is also possible to pass a list of the objects.</dd></dl>

Arguments

Ensemble specification — ensemble_modelspec

<dl>

<dt>...</dt>
<dd>objects of either all of class &#8220;tsmodel.predict&#8221; or 
&#8220;tsmodel.distribution&#8221; representing the probabilistic forecasts for 
the same horizon of optionally different models on the same series and with 
same number of draws. It is expected that the predictive distributions are 
based on joint simulated draws passed to the <code>innov</code> argument in 
the <code>predict</code> function of the supporting models. Instead of ... 
it is also possible to pass a list of the objects.</dd>

</dl>

ensemble_modelspec: Ensemble specification

Description

Usage

Value

Arguments