ExtractForecasts about forecasthybrid HOT 2 CLOSED

@Dooruj Sorry about the delay getting to this.
The "forecast" package has a special function meanf() for producing mean forecasts that you can use in this scenario. This should work:

cv1 <- cvts(AirPassengers, FCFUN = meanf, rolling = TRUE, windowSize = 12, horizon = 2)
extractForecasts(cv1, horizon=2)

This mean forecast example is a special case where a workaround exists, so I'll need to investigate your example to see what is going on here. In general the models/forecasts you make with custom functions need to be very careful to preserve the tsp timeseries attributes, so that is my guess about what is going on.

from forecasthybrid.

The documentation examples have been made somewhat more clear that the tsp need to be correct (specifically the frequency). Look at the updated example for using "GMDH" for a more useful example instead of the naive forecast toy example here.

from forecasthybrid.