ensemble_modelspec {tsmethods}

Ensemble specification

Description

Creates and validates an ensemble specification.

Usage

ensemble_modelspec(...)

Arguments

...

objects of either all of class “tsmodel.predict” or “tsmodel.distribution” representing the probabilistic forecasts for the same horizon of optionally different models on the same series and with same number of draws. It is expected that the predictive distributions are based on joint simulated draws passed to the innov argument in the predict function of the supporting models. Instead of ... it is also possible to pass a list of the objects.

Value

An object of class “ensemble.spec”.