Model Trajectory Interval Method

Creates prediction intervals by simulating trajectories from the fitted model. This method uses the model's own simulation mechanism.

ModelTrajectoryInterval(
  n_trajectories = 1000L,
  seed = NULL,
  positivity_correction = "none",
  return_trajectories = FALSE
)

Arguments

n_trajectories

Number of trajectories to simulate (default: 1000)

seed

Random seed for reproducibility (default: NULL)

positivity_correction

Method to ensure positive forecasts: "none", "post_clip", "truncate", or "zero_floor" (default: "none")

return_trajectories

Whether to return forecast trajectories (default: FALSE)

Value

A ModelTrajectoryInterval object

Examples

if (FALSE) { # \dontrun{
# Basic model-based intervals
method <- ModelTrajectoryInterval()

# With more trajectories
method <- ModelTrajectoryInterval(n_trajectories = 2000, seed = 456)

# Return trajectories for analysis
method <- ModelTrajectoryInterval(
  n_trajectories = 1000,
  return_trajectories = TRUE
)
} # }