rf_forecast {seer}

function to calculate point forecast, 95% confidence intervals, forecast-accuracy for new series

Description

Given the prediction results of random forest calculate point forecast, 95% confidence intervals, forecast-accuracy for the test set

Usage

rf_forecast(
  predictions,
  tslist,
  database,
  function_name,
  h,
  accuracy,
  holdout = TRUE
)

Arguments

predictions

prediction results obtained from random forest classifier

tslist

list of new time series

database

whethe the time series is from mcom or other

function_name

specify the name of the accuracy function (for eg., cal_MASE, etc.) to calculate accuracy measure, ( if a user written function the arguments for the accuracy function should be training period, test period and forecast).

h

length of the forecast horizon

accuracy

if true a accuaracy measure will be calculated

holdout

if holdout=TRUE take a holdout sample from your data to caldulate forecast accuracy measure, if FALSE all of the data will be used for forecasting. Default is TRUE

Value

a list containing, point forecast, confidence interval, accuracy measure

Author(s)

Thiyanga Talagala