forecast.ESN {echos} | R Documentation |
Forecast an Echo State Network
Description
Forecast an Echo State Network (ESN) from a trained model via
recursive forecasting. Forecast intervals are generated by simulating
future sample path based on a moving block bootstrap of the residuals and
estimating the quantiles from the simulations. The function is a wrapper
for forecast_esn()
and intended to be used in combination with
fabletools::model()
.
Usage
## S3 method for class 'ESN'
forecast(
object,
new_data,
normal = TRUE,
n_sim = 200,
specials = NULL,
xreg = NULL,
...
)
Arguments
object |
An object of class |
new_data |
Forecast horizon (n-step ahead forecast). |
normal |
Logical value. If |
n_sim |
Integer value. The number of future sample path generated during simulation. |
specials |
Currently not in use. |
xreg |
A |
... |
Currently not in use. |
Value
An object of class fbl_ts
("fable").
Examples
library(tsibble)
library(fable)
AirPassengers %>%
as_tsibble() %>%
model("ESN" = ESN(value)) %>%
forecast(h = 18)
[Package echos version 1.0.2 Index]