checkCVArguments

length of the window to build each model. When <code>rolling == FALSE</code>,
the each model will be fit to a time series of this length, and when <code>rolling == TRUE</code>
the first model will be fit to a series of this length and grow by one each iteration.

windowSize

maximum length of the forecast horizon to use for computing errors.

maxHorizon

Validate that CV window parameters are valid

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.

checkCVArguments: Validate that CV window parameters are valid

Description

Usage

Arguments