Wrapper for forecastHybrid

[seabbs]

fable has been shown to have a memory leak and so is not suitable for large scale applications. forecastHybrid looks like a good drop-in replacement and appears to be a robust package with a good feature set. A potential issue is that it does not support sampling of the forecast out of the box and so an approximation is needed (potentially

A small example of a simple implementation:

library(forecastHybrid)


rts <- EpiSoon::example_obs_rts

y <- rts$rt

model <- forecastHybrid::hybridModel(y, weights = "cv.errors", 
                                     rolling = TRUE, cvHorizon = 7,
                                     horizonAverage = TRUE, 
                                     windowSize = 7)


preds <- forecast(model)


plot(preds)