Forecast a trained Echo State Network

Source: R/forecast_esn.R

Forecast an Echo State Network from a trained model.

forecast_esn(object, n_ahead = 18)

Arguments

object

An object of class esn. The result of a call to train_esn().

n_ahead

Integer value. The number of periods for forecasting (i.e. forecast horizon).

Value

A list containing:

  • point: Numeric vector containing the point forecasts.

  • actual: Numeric vector containing the actual values.

  • fitted: Numeric vector containing the fitted values.

  • n_ahead: Integer value. The number of periods for forecasting (forecast horizon).

  • model_spec: Character value. The model specification as string.

Examples

xdata <- as.numeric(AirPassengers)
xmodel <- train_esn(y = xdata)
xfcst <- forecast_esn(xmodel, n_ahead = 12)
plot(xfcst)