Given new values of the independent variables, tests a list of trained GRNNs and picks the best net, based on an accuracy measure between the forecasted and the actual values.
grnn.test(results, test.set)
The object returned by grnn.train.
A ts list
. The first element must be the actual values of the dependent variable. The others, the new values of the regressors.
A list
object representing the best network (according to forecasting MAPE). Its fields are:
mape
: The forecasting MAPE
model
: The network object
sigma
: The sigma parameter
id
: The id number of the network, as given by grnn.train
mean
: The predicted values
x
: The original series
fitted
: The fitted values
actual
: The actual values (to be compared with the predicted values)
residuals
: Difference between the fitted values and the series original values
regressors
: The regressors used to train the network