unwrapParallelModels

A list containing the models to include in the ensemble

fitModels

A character vector from the <code>models</code> argument of <a rd-options="" href="/link/hybridModel?package=forecastHybrid&version=5.0.19" data-mini-rdoc="forecastHybrid::hybridModel">hybridModel</a>

expandedModels

Helper function used to unpack the fitted model objects from a list

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

unwrapParallelModels function

A character vector from the <code>models</code> argument of <a rd-options='' href='hybridModel'>hybridModel</a>

unwrapParallelModels: Helper function used to unpack the fitted model objects from a list

Description

Usage

Arguments

Details

See Also