Obtain forecasts from a csv file

Obtain forecasts from a csv file

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).