accuracy.cvts

a <code>cvts</code> objected created by <code><a rd-options="" href="/link/cvts?package=forecastHybrid&version=4.2.17" data-mini-rdoc="forecastHybrid::cvts">cvts</a></code>.

Returns range of summary measures of the cross-validated forecast accuracy
for <code>cvts</code> objects.

Convenient functions for ensemble forecasts in R combining
approaches from the 'forecast' package. Forecasts generated from auto.arima(), ets(),
thetaf(), nnetar(), stlm(), tbats(), and snaive() can be combined with equal weights, weights
based on in-sample errors (introduced by Bates & Granger (1969) <doi:10.1057/jors.1969.103>),
or cross-validated weights. Cross validation for time series data with user-supplied models
and forecasting functions is also supported to evaluate model accuracy.

David Shaub

forecastHybrid

Convenient Functions for Ensemble Time Series Forecasts

Peter Ellis

accuracy.cvts function

a <code>cvts</code> objected created by <code><a rd-options='' href='cvts'>cvts</a></code>.

accuracy.cvts: Accuracy measures for cross-validated time series

Description

Usage

Arguments

Details