Brian Head

09/15/2023, 3:58 PM
I'm interested in ensemble/combination modeling. The R Fable takes care of the math in the background for both the point forecast and the prediction intervals (both are important for my current problem). The link below is all I've been able to find. It references the
package, which I can't find. I haven't had luck with google/stackoverflow searches. I did find one ticket/issue on the GitHub page about FFORMA (which would be great), but right now I'm just looking to do combo models of simple averages--with statsforecast and mlforecast models. Is this a feature I've just not been able to find or something perhaps in the works?