if (simtype != "endo")
{
h_best_exo = optimize(
- errorOnLastNdays, c(0,10), kernel=kernel, simtype="exo")$minimum
+ errorOnLastNdays, c(0,7), kernel=kernel, simtype="exo")$minimum
}
if (simtype != "exo")
{
h_best_endo = optimize(
- errorOnLastNdays, c(0,10), kernel=kernel, simtype="endo")$minimum
+ errorOnLastNdays, c(0,7), kernel=kernel, simtype="endo")$minimum
}
if (simtype == "endo")
simils_endo
else #mix
simils_endo * simils_exo
+ similarities = similarities / sum(similarities)
prediction = rep(0, horizon)
for (i in seq_along(fdays))
prediction = prediction + similarities[i] * data$getCenteredSerie(fdays[i]+1)[1:horizon]
- prediction = prediction / sum(similarities, na.rm=TRUE)
if (final_call)
{