KDE Model

Creates a kernel density estimation model for non-parametric forecasting.

KDEModel()

Value

A spec for a Julia `KDEModel`, built when it is fitted (see [juliabridge::julia_spec()])

Details

The kernel and the bandwidth selector belong to the estimation settings in ForecastBaselines.jl, which `fit_baseline()` does not expose, so the model itself has no arguments: the kernel is Gaussian and the bandwidth is selected automatically.

Examples

if (FALSE) { # \dontrun{
model <- KDEModel()
} # }