Package 'forecastingapi'

Title: Tools for interacting with Techtonique API
Description: High level R functions for interacting with Techtonique forecasting API.
Authors: T. Moudiki
Maintainer: T. Moudiki <[email protected]>
License: MIT
Version: 0.4.0
Built: 2024-11-04 08:19:46 UTC
Source: https://github.com/Techtonique/forecastingAPI_r

Help Index

Obtain forecasts from a csv file

Description

Obtain forecasts from a csv file

Usage

get_forecast(
  path_to_file,
  base_model = "RidgeCV",
  n_hidden_features = 5L,
  lags = 25L,
  type_pi = "gaussian",
  replications = NULL,
  h = 10L
)

Arguments

path_to_file

a string; path to csv file containing time series data (examples: https://github.com/Techtonique/datasets/tree/main/time_series/univariate)
base_model

a string; Forecasting method to use (default is "RidgeCV"); for now scikit-learn model names.
n_hidden_features

an integer; Number of hidden features for the model (default is 5).
lags

an integer; Number of lags to use in the model (default is 25).
type_pi

a string; Type of prediction interval to use (default is 'gaussian').
replications

an integer; Number of replications for certain methods (default is None).
h

an integer; Forecast horizon (default is 10).