forecast Model Wrapper — forecast

Allows users to forecast using models from the forecast package. Note that forecast must be installed for this model wrapper to be functional.

Usage

forecast_model(y = NULL, samples = NULL, horizon = NULL, model = NULL, ...)

Arguments

y: Numeric vector of time points to forecast
samples: Numeric, number of samples to take.
horizon: Numeric, the time horizon over which to predict.
model: A forecast model object.
...: pass further arguments to the forecast models

Value

A dataframe of predictions (with columns representing the time horizon and rows representing samples).

Examples

if (FALSE) {

## Used on its own
forecast_model(
  y = EpiSoon::example_obs_rts[1:10, ]$rt,
  model = forecast::auto.arima,
  samples = 10, horizon = 7
)

## Used for forecasting
forecast_rt(EpiSoon::example_obs_rts[1:10, ],
  model = function(...) {
    forecast_model(model = forecast::ets, ...)
  },
  horizon = 7, samples = 10
)

# run with non-default arguments
forecast_rt(EpiSoon::example_obs_rts[1:10, ],
  model = function(...) {
    forecast_model(
      model = forecast::ets,
      damped = TRUE, ...
    )
  },
  horizon = 7, samples = 10
)

models <- list(
  "ARIMA" = function(...) {
    forecast_model(model = forecast::auto.arima, ...)
  },
  "ETS" = function(...) {
    forecast_model(model = forecast::ets, ...)
  },
  "TBATS" = function(...) {
    forecast_model(model = forecast::tbats, ...)
  }
)

## Compare models
evaluations <- compare_models(EpiSoon::example_obs_rts,
  EpiSoon::example_obs_cases, models,
  horizon = 7, samples = 10,
  serial_interval = example_serial_interval
)

plot_forecast_evaluation(evaluations$forecast_rts,
  EpiSoon::example_obs_rts,
  horizon_to_plot = 7
) +
  ggplot2::facet_grid(~model) +
  cowplot::panel_border()
}