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The times argument in fable::forecast.NNETAR() specifies default 1000, but it is actually 5000, as it is passed through from fabletools::forecast.mdl_ts().
Better explanations needed about the difference between simulate=TRUE and bootstrap=TRUE. simulate draws samples from a normal distribution, whereas boostrap resamples from the residuals. Both result in simulated future sample paths from which empirical forecast distributions are constructed.
Setting simulate=FALSE is ignored.
The times argument description suggests simulated intervals are optional.
Perhaps explain that setting times=0 will lead to degenerate distributions equal to the mean.
The text was updated successfully, but these errors were encountered:
1. The `times` argument in `fable::forecast.NNETAR()` specifies default 1000, but it is actually 5000, as it is passed through from `fabletools::forecast.mdl_ts()`.
That's unfortunate... I guess there's not a nice way for method specific defaults unless the generic has times=NULL?
2. Better explanations needed about the difference between `simulate=TRUE` and `bootstrap=TRUE`. `simulate` draws samples from a normal distribution, whereas `boostrap` resamples from the residuals. Both result in simulated future sample paths from which empirical forecast distributions are constructed.
Done.
3. Setting `simulate=FALSE` is ignored.
It's not ignored, it sets times=0
4. The `times` argument description suggests simulated intervals are optional.
They somewhat are optional - if simulate=FALSE then intervals will not be produced.
5. Perhaps explain that setting `times=0` will lead to degenerate distributions equal to the mean.
times
argument infable::forecast.NNETAR()
specifies default 1000, but it is actually 5000, as it is passed through fromfabletools::forecast.mdl_ts()
.simulate=TRUE
andbootstrap=TRUE
.simulate
draws samples from a normal distribution, whereasboostrap
resamples from the residuals. Both result in simulated future sample paths from which empirical forecast distributions are constructed.simulate=FALSE
is ignored.times
argument description suggests simulated intervals are optional.times=0
will lead to degenerate distributions equal to the mean.The text was updated successfully, but these errors were encountered: