OptiSembleForcasting {OptiSembleForecasting}R Documentation

OptiSembleForecasting

Description

Optimization Based Ensemble Forecasting Using MCS Algorithm

Usage

OptiSembleForcasting(TS, Lag, Optimization, Split_ratio)

Arguments

TS

Time series data with first column as date

Lag

Number of lag for modelling

Optimization

Optimization technique

Split_ratio

Train-Test Split Ration

Value

References

Examples


library(OptiSembleForecasting)
date<-seq.Date(from = as.Date('2019-09-17'), to = as.Date('2022-09-18'), by = 'days')
value<-rnorm(length(date),100, 50)
data<-cbind(date,value)
fit<-OptiSembleForcasting(TS=data,Lag = 20, Optimization = "ABC",Split_ratio = 0.9)


[Package OptiSembleForecasting version 0.1.0 Index]