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Plot forecasts and conformal prediction bands

plot.farfima_forecast.Rd

  • type = "curve": a single plot of the forecast h steps beyond the data with its conformal prediction band. With target_test_curve = k, the forecast of the k-th test curve made h steps earlier, with the observed curve.

  • type = "horizons": a grid of plots, one column per band type and one row per horizon, each showing the point forecast with all levels of the band shaded. With a single band type, the horizons are side by side. With a test sample, the forecasts come from the latest test origin that reaches every horizon shown, and the observed curves are added.

  • type = "series": a row of plots, one per grid point in at, each showing that grid point over time with the forecasts beyond the data.

  • type = "recent": a single plot of the last n_recent curves in grey and the forecasts beyond the data, coloured by horizon.

Usage

# S3 method for class 'farfima_forecast'
plot(
  x,
  type = c("curve", "horizons", "series", "recent"),
  h = 1,
  band = attr(x, "settings")$band[1],
  level = attr(x, "settings")$level[1],
  target_test_curve = NULL,
  at = NULL,
  n_recent = 30,
  argvals = NULL,
  xlab = NULL,
  ylab = "Value",
  main = NULL,
  legend = "bottomright",
  ...
)

Arguments

x

A forecast from predict().

type

"curve", "horizons", "series" or "recent".

h

Forecast horizon. For "horizons" and "recent", one or more horizons: by default 1, h/2 and h for "horizons", and all for "recent".

band

Conformal prediction band to draw. For "horizons", one or more bands, by default all.

level

Level of the band for type = "curve".

target_test_curve

Position in the test sample of the curve forecast, between h and the number of test curves (type = "curve").

at

Grid values for type = "series", by default four spread over the grid.

n_recent

Number of curves shown for type = "recent".

argvals

Grid values. Defaults to the row names of the curves if numeric.

xlab, ylab

Axis labels.

main

Title. For type = "series", the text before the grid value in each panel title, such as "Age".

legend

Legend position, or NULL for no legend.

...

Other arguments passed to graphics::plot(), such as xlim.

Value

x, invisibly.

See also

predict()

Examples

sim = sim_farfima(n = 200, d = 0.3, p = 1, q = 0, no_grid = 51, seed = 1)
blocks = split_curves(sim)
fit = farfima(blocks$train, blocks$valid, d = 0.3, order = c(1, 0), h = 5,
               trim = 50, verbose = FALSE)
fc = predict(fit, test = blocks$test, verbose = FALSE)
plot(fc, h = 1)

plot(fc, h = 2, target_test_curve = 10)

plot(fc, type = "horizons")

plot(fc, type = "series")

plot(fc, type = "recent")