# Elastic Net
(res1 <- ahead::mlf(USAccDeaths, fit_func = glmnet::cv.glmnet, h=25L, lags=15L,
type_pi="kde", B=250L))
## Registered S3 method overwritten by 'quantmod':
## method from
## as.zoo.data.frame zoo
## Warning: Option grouped=FALSE enforced in cv.glmnet, since < 3 observations per
## fold
## Warning: Option grouped=FALSE enforced in cv.glmnet, since < 3 observations per
## fold
## Point Forecast Lo 95 Hi 95
## Jan 1979 8213.602 6651.349 10022.678
## Feb 1979 7363.028 5825.251 9023.169
## Mar 1979 8046.157 6617.970 9972.950
## Apr 1979 8424.551 6851.056 10079.520
## May 1979 9250.309 7742.602 11244.938
## Jun 1979 9632.789 8054.901 11510.649
## Jul 1979 10371.590 8766.785 12112.602
## Aug 1979 9964.858 8490.399 11752.339
## Sep 1979 9300.171 7678.672 11155.126
## Oct 1979 9208.652 7485.371 10838.584
## Nov 1979 8844.666 7278.118 10374.782
## Dec 1979 9439.201 7624.087 11337.581
## Jan 1980 8494.563 7242.219 10293.563
## Feb 1980 7768.356 6158.841 9755.492
## Mar 1980 8447.580 6973.770 10510.269
## Apr 1980 8686.358 6964.017 10711.646
## May 1980 9424.350 7760.944 11171.701
## Jun 1980 9755.722 8089.406 11644.557
## Jul 1980 10480.731 9360.777 12447.682
## Aug 1980 10037.390 8340.691 11994.056
## Sep 1980 9445.844 7803.507 11374.375
## Oct 1980 9396.013 7840.971 11184.159
## Nov 1980 9233.782 7451.326 10947.589
## Dec 1980 9445.088 7840.768 11157.442
## Jan 1981 8649.000 6996.512 10370.505
(res2 <- ahead::mlf(AirPassengers, fit_func = glmnet::cv.glmnet, h=25L, lags=15L,
type_pi="kde", B=250L))
## Point Forecast Lo 95 Hi 95
## Jan 1961 459.7552 380.0345 606.7475
## Feb 1961 430.9401 359.5434 547.3340
## Mar 1961 453.5584 381.8397 587.8587
## Apr 1961 500.1141 422.7564 661.4820
## May 1961 527.4440 448.6997 650.1500
## Jun 1961 587.2034 510.6481 737.4635
## Jul 1961 676.5792 602.9565 812.6947
## Aug 1961 663.5441 588.0662 793.0042
## Sep 1961 561.2717 479.7528 701.3720
## Oct 1961 503.4956 426.6916 629.5803
## Nov 1961 434.2601 364.4169 559.5272
## Dec 1961 465.6561 383.2880 599.3938
## Jan 1962 491.7691 418.2933 622.8430
## Feb 1962 469.6840 395.7880 608.7285
## Mar 1962 487.1450 414.4287 598.2497
## Apr 1962 535.7208 467.2408 654.8935
## May 1962 565.6261 485.1066 683.0617
## Jun 1962 636.2178 569.5508 773.3438
## Jul 1962 732.1846 660.2531 845.8855
## Aug 1962 719.2072 645.9557 839.5347
## Sep 1962 619.9854 542.7392 757.1536
## Oct 1962 539.9768 464.6287 664.3884
## Nov 1962 476.9676 407.7306 608.2608
## Dec 1962 498.3800 428.1434 658.1620
## Jan 1963 527.7314 448.3584 685.2382
# SVM
(res3 <- ahead::mlf(USAccDeaths, fit_func = e1071::svm, h=25L, lags=15L,
type_pi="kde", B=250L))
## Point Forecast Lo 95 Hi 95
## Jan 1979 8199.674 6473.090 9969.367
## Feb 1979 7729.387 6114.349 9632.456
## Mar 1979 7792.193 6132.693 9821.170
## Apr 1979 8192.800 6448.504 10084.277
## May 1979 8829.029 7247.419 10818.663
## Jun 1979 9401.282 7554.712 11260.581
## Jul 1979 9962.968 8359.314 11814.882
## Aug 1979 9748.157 8005.109 11577.599
## Sep 1979 9388.119 7739.654 11305.827
## Oct 1979 9136.904 7200.491 10908.398
## Nov 1979 8821.085 7242.572 10445.693
## Dec 1979 9068.206 6963.608 11055.792
## Jan 1980 8340.255 6799.574 10256.971
## Feb 1980 8023.531 6147.344 9887.678
## Mar 1980 7968.533 6055.050 9964.622
## Apr 1980 8048.986 6282.612 10044.950
## May 1980 8714.224 6868.880 10491.411
## Jun 1980 9318.806 7359.968 11252.699
## Jul 1980 9952.219 8386.563 11808.094
## Aug 1980 9875.771 8023.109 11831.048
## Sep 1980 9548.459 7838.888 11493.556
## Oct 1980 9177.084 7572.946 10941.686
## Nov 1980 9223.650 7294.213 11107.748
## Dec 1980 8914.639 7230.070 10721.664
## Jan 1981 8443.229 6608.354 10475.302
(res4 <- ahead::mlf(AirPassengers, fit_func = e1071::svm, h=25L, lags=15L,
type_pi="kde", B=250L))
## Point Forecast Lo 95 Hi 95
## Jan 1961 447.0467 300.1038 680.7571
## Feb 1961 425.1280 298.0689 634.4811
## Mar 1961 438.3497 309.5155 675.2856
## Apr 1961 462.6512 320.5670 705.4005
## May 1961 482.4335 336.2366 701.5527
## Jun 1961 502.7700 354.6733 725.9698
## Jul 1961 537.9357 409.1501 770.2478
## Aug 1961 535.3644 400.8080 754.6808
## Sep 1961 492.5919 355.9317 728.8254
## Oct 1961 468.8418 328.9083 696.4125
## Nov 1961 429.0261 296.0011 648.3337
## Dec 1961 442.9659 286.2605 671.6427
## Jan 1962 463.7218 319.3723 687.8484
## Feb 1962 461.1741 318.6205 690.3431
## Mar 1962 468.8124 332.0720 660.5847
## Apr 1962 488.7456 353.6587 691.0124
## May 1962 499.5541 376.7622 694.4943
## Jun 1962 520.0000 397.0829 755.7963
## Jul 1962 551.8753 416.0097 747.1827
## Aug 1962 534.3479 399.1492 732.5522
## Sep 1962 503.5217 369.1076 730.4971
## Oct 1962 466.1787 325.9431 672.3289
## Nov 1962 445.1387 312.2892 670.5696
## Dec 1962 450.0594 321.7213 699.8489
## Jan 1963 458.8569 311.9392 690.6282
