Plotting functions

ahead is a package for univariate and multivariate time series forecasting, with uncertainty quantification (R and Python).

The model used in this demo is stats::ridge2f.

Please remember that in real life, this model’s hyperparameters will have to be tuned.

Install ahead

Here’s how to install the R version of the package:

• 1st method: from R-universe

  In R console:

  options(repos = c(
      techtonique = 'https://techtonique.r-universe.dev',
      CRAN = 'https://cloud.r-project.org'))
  
  install.packages("ahead")

• 2nd method: from Github

  In R console:

  devtools::install_github("Techtonique/ahead")

  Or

  remotes::install_github("Techtonique/ahead")

And here are the packages that will be used in this vignette:

library(ahead)
library(fpp)

Forecasting and plot predictions

obj <- ahead::ridge2f(fpp::insurance, h = 7, type_pi = "blockbootstrap", B = 10, 
                      block_length = 5)

plot(obj, selected_series = "Quotes", type = "sims", 
     main = "Predictive simulations \n for Quotes")
plot(obj, selected_series = "Quotes", type = "dist", 
     main = "Predictive simulation \n for Quotes")

plot(obj, selected_series = "TV.advert", type = "sims", 
     main = "Predictive simulation \n for TV.advert")
plot(obj, selected_series = "TV.advert", type = "dist", 
     main = "Predictive simulation \n for TV.advert")