Comments (3)
dashaub
commented on July 18, 2024
Strange, I thought I remembered "hts" supporting custom functions, but it looks like it only allows ETS, ARIMA, and RW models.
@earowang is this correct?
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earowang
commented on July 18, 2024
The forecast function in hts does support user-defined functions. It's a bug in the hts package due to the use of xreg argument. hybridModel currently works without the external regressors.
In order to work around the issue, I would use hybridModel for each hierarchical series and then use combinef() to reconcile the forecasts. Please check out the examples in the combinef() documentation.
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amarchin
commented on July 18, 2024
Thanks for the answer, I wasn't aware of the combinef() function. I think this workaround can solve my problem.
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Related Issues (20)
- forecastHybrid CRAN update needed HOT 1
- debug cvts refactor
- unclear forecast value for R timeseries HOT 4
- ts object not recognised in hybridModel of forecastHybrid package HOT 9
- Error with cvts example HOT 2
- Forecast using new ts data and an existing (ie previously fit) model HOT 1
- ExtractForecasts HOT 2
- add snaive model
- Matrix of weights HOT 2
- libcudart version HOT 2
- Error with two regressors HOT 7
- Forecast reconciliation HOT 2
- Restrict to a single core HOT 4
- Adding ARFIMA models.
- Computation of residuals HOT 1
- CV of an hybrid model with xreg.
- Idea: Add Facebook's Pophet model
- CV ggplot2::economics HOT 1
- Error on extractForecasts() from a Hybrid Model with cross validation HOT 1
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