predict.fastTS {fastTS}

Predict function for fastTS object

Description

Predict function for fastTS object

Usage

## S3 method for class 'fastTS'
predict(
  object,
  n_ahead = 1,
  X_test,
  y_test,
  cumulative = FALSE,
  forecast_ahead = FALSE,
  return_intermediate = FALSE,
  ...
)

Arguments

object

an fastTS object

n_ahead

the look-ahead period for predictions

X_test

a matrix exogenous features for future predictions (optional)

y_test

the test series for future predictions (optional)

cumulative

cumulative (rolling) sums of 1-, 2-, 3-, ..., k-step-ahead predictions.

forecast_ahead

returns forecasted values for end of training series

return_intermediate

if TRUE, returns the intermediate predictions between the 1st and n_ahead predictions, as data frame.

...

currently unused

Details

The 'y_test' argument must be supplied if predictions are desired or if 'n_ahead' < 'nrow(X_test)'. This is because in order to obtain 1-step forecast for, say, the 10th observation in the test data set, the 9th observation of 'y_test' is required.

Forecasts for the first 'n_ahead' observations after the training set can be obtained by setting 'forecast_ahead' to TRUE, which will return the forecasted values at the end of the training data. it produces the 1-step-ahead prediction, the 2-step-ahead prediction, ... through the 'n_ahead'-step prediction. The 'cumulative' argument is similar but will return the cumulative (rolling) sums of 1-, 2-, 3=, ..., 'n_ahead'-step-ahead predictions.

Value

a vector of predictions, or a matrix of 1- through n_ahead predictions.

Examples

data("LakeHuron")
fit_LH <- fastTS(LakeHuron)
predict(fit_LH)