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Add forecast hybrid #63

Merged
merged 3 commits into from
May 15, 2020
Merged

Add forecast hybrid #63

merged 3 commits into from
May 15, 2020

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seabbs
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@seabbs seabbs commented May 15, 2020

  • Added a model wrapper for the forecastHybrid package
  • This package does ensembles of forecast models. Unfortunately, it does not produce samples and estimates CIs either using an unweighted mean or assuming the max/min of the candidate models. This makes the rather nice cross-validated ensembling functionality a bit pointless but matters less if using an equal weights ensemble which will be the baseline case.
  • Suggest merge so we can use now and improve the handling of uncertainty in a later PR if we continue to use this package.
  • Dopped several tests that fail based on the seed for now whilst a better solution is sort.

@seabbs seabbs linked an issue May 15, 2020 that may be closed by this pull request
@seabbs seabbs requested a review from nikosbosse May 15, 2020 13:59
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@seabbs seabbs merged commit 3b1f135 into master May 15, 2020
@seabbs seabbs deleted the add_forecastHybrid branch May 15, 2020 15:10
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Wrapper for forecastHybrid
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