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Fit single baseline model to existing target data, make future predictions (as samples from a probabilistic distribution) using that fit using stats::predict, then extract quantiles and/or samples. The extracted forecasts contain length (effective_horizons) * length (quantiles) numbers, but are stored as a nested list column in a 1x1 data frame
Inputs:
target_ts a data frame of target data in a time series format (contains columns time_index, location, and observation)
transformation a string specifying the transformation used to create the model. May be one of "sqrt" or "none"
symmetrize boolean specifying whether or not to symmetrize the model
window_size an integer specifying the window size used to create the model
effective_horizons A numeric vector of prediction horizons relative to the last observed date in target ts
quantile_levels numeric vector of quantile levels to output. Set to NA if quantile outputs not requested
n_samples integer of samples to output (and to predict). Set to NA if sample outputs not requested, in which case 100,000 are generated by default
The text was updated successfully, but these errors were encountered:
Write function that generates predictions for one baseline model, one location:
get_baseline_predictions(target_ts, transformation, symmetrize, window_size, effective_horizons, quantile_levels, n_samples)
Fit single baseline model to existing target data, make future predictions (as samples from a probabilistic distribution) using that fit using
stats::predict
, then extract quantiles and/or samples. The extracted forecasts contain length (effective_horizons) * length (quantiles) numbers, but are stored as a nested list column in a 1x1 data frameInputs:
target_ts
a data frame of target data in a time series format (contains columnstime_index
,location
, andobservation
)transformation
a string specifying the transformation used to create the model. May be one of "sqrt" or "none"symmetrize
boolean specifying whether or not to symmetrize the modelwindow_size
an integer specifying the window size used to create the modeleffective_horizons
A numeric vector of prediction horizons relative to the last observed date in target tsquantile_levels
numeric vector of quantile levels to output. Set to NA if quantile outputs not requestedn_samples
integer of samples to output (and to predict). Set to NA if sample outputs not requested, in which case 100,000 are generated by defaultThe text was updated successfully, but these errors were encountered: