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View Code? Open in Web Editor NEWTelescope is a hybrid multi-step-ahead forecasting approach based on time series decomposition.
License: GNU General Public License v3.0
Telescope is a hybrid multi-step-ahead forecasting approach based on time series decomposition.
License: GNU General Public License v3.0
Mean and sqrt for RMSE calculation in fitting_models are switched
Introduce a flag parameter indicating whether plots of the forecast are wanted or not
Code:
library(telescope)
inp <- c(1, 0, 0, 0, 0, 0, 0)
outp <- telescope.forecast(inp, horizon=1)
Produced error:
Error in kernapply.vector(x, k, circular = circular) : 'x' is shorter than kernel 'k'
Calls: telescope.forecast ... spec.pgram -> kernapply -> kernapply.default -> kernapply.vector
Same error generated for the input c(1,0,0,0,1,0,0)
. I would be thankful for any help or hint for any input restrictions to telescope.
Thank you for sharing your insights and codes. I am trying to apply this framework in financial time series and wonder if it is valid to use the same data used in training the forecast model to train the recommender.
Remove double history in forecast plot
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