roll.win.rmse.nn.wge

This function creates as many "windows" as is possible with the data and calculates an RMSE for each window. The resulting "rolling window RMSE" is the average of the individual RMSEs from each window.

 window 

 rmse 

 rolling 

Accompanies the texts Time Series for Data Science with R by Woodward, Sadler and Robertson & Applied Time Series Analysis with R, 2nd edition by Woodward, Gray, and Elliott.  It is helpful for data analysis and for time series instruction.

Bivin Sadler

tswge

Time Series for Data Science

roll.win.rmse.nn.wge function

<dl> <dt>series</dt>
<dd>The data</dd> <dt>horizon</dt>
<dd>The number of observations ahead to be forecasted.</dd> <dt>fit_model</dt>
<dd>The mlp object (model) to be evaluated. This model will have been fit before the call to this function.</dd>
</dl>

Arguments

Author

Function to Calculate the Rolling Window RMSE — roll.win.rmse.nn.wge

<dl>

 <dt>series</dt>
<dd>The data</dd>

 <dt>horizon</dt>
<dd>The number of observations ahead to be forecasted.</dd>

 <dt>fit_model</dt>
<dd>The mlp object (model) to be evaluated. This model will have been fit before the call to this function.</dd>


</dl>

roll.win.rmse.nn.wge: Function to Calculate the Rolling Window RMSE

Description

Usage

Value

Arguments

Author

References