Combination forecast based on fforms

Compute combination forecast based on the vote matrix probabilities

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

Arguments

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.

Value

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