`fforms_combinationforecast.Rd`

Compute combination forecast based on the vote matrix probabilities

fforms_combinationforecast( fforms.ensemble, tslist, database, h, holdout = TRUE, parallel = FALSE )

fforms.ensemble | a list output from fforms_ensemble function |
---|---|

tslist | list of new time series |

database | whethe the time series is from mcom or other |

h | length of the forecast horizon |

holdout | if holdout=TRUE take a holdout sample from your data to caldulate forecast accuracy measure, if FALSE all of the data will be used for forecasting. Default is TRUE |

parallel | If TRUE, multiple cores (or multiple sessions) will be used. This only speeds things up when there are a large number of time series. |

a list containing, point forecast, confidence interval, accuracy measure