Compute forecasts with a rolling origin and return accuracy statistics

Compute forecasts with a rolling origin and return accuracy statistics

Usage

tscv_accuracy(group_costs, h, nsim, init, step)

Arguments

group_costs

A tsibble with actual values. For example, the output from read_tac_data

h

The forecast horizon

nsim

The number of simulations used in each forecast for each model.

init

The number of initial observations to use for the first fold.

step

The number of observations to skip between each fold.

Value

A tibble with accuracy statistics.