Plot simulation paths for a hierarchical time series forecast

Plots a subset of simulated forecast paths (either for the total series or a chosen bottom-level series) over the forecast horizon, along with the mean simulated path and a prediction interval derived from the empirical quantiles of the simulations.

plot_simulations(
  result,
  series_type = "total",
  series_idx = 1,
  n_paths = 50,
  main = NULL
)

Arguments

result

a list containing forecast results, with elements simulations (list with total, an h x n_sim matrix, and bottom, an h x n_series x n_sim array) and split_info (list with alpha, the significance level used for the prediction interval)

series_type

character string; either "total" to plot simulations of the total series, or any other value to plot simulations of a bottom-level series (default "total")

series_idx

integer; index of the bottom-level series to plot when series_type != "total" (default 1)

n_paths

integer; maximum number of individual simulation paths to display (default 50)

main

character string; plot title. If NULL (the default), a title is generated automatically based on series_type and series_idx

Value

No return value; called for the side effect of producing a plot

Author

T. Moudiki

Examples

# plot_simulations(result, series_type = "total", n_paths = 50)
# plot_simulations(result, series_type = "bottom", series_idx = 2)