ica.elm_forecast {ICompELM} | R Documentation |
Forecasts are generated recursively from a trained Extreme Learning Machine built using Independent Component Analysis.
ica.elm_forecast(ica.elm_model, h = 1)
ica.elm_model |
A trained ICA based ELM model. |
h |
Number of periods for forecasting. Defaults to one-step ahead forecast. |
Vector of point forecasts.
ica.elm_train()
for training an ICA based ELM model.
train_set <- head(price, 12*12)
test_set <- tail(price, 12)
ica.model <- ica.elm_train(train_data = train_set, lags = 12)
y_hat <- ica.elm_forecast(ica.elm_model = ica.model, h = length(test_set))
# Evaluation of the forecasts
if(require("forecast")) forecast::accuracy(y_hat, test_set)