Datasets

The R package HIDDA.forecasting provides the Swiss ILI data (CHILI). The age-stratified norovirus time series data analyzed in vignette("BNV") are available from the hhh4contacts package as hhh4contacts::counts.

CHILI

Swiss Surveillance Data on Influenza Like Illness, 2000-2016

Fanplot with scores

osaplot()

Plot (One-Step-Ahead) Forecasts with Scores

Simulation-based forecast distributions

dhhh4sims()

hhh4-Based Forecast Distributions

logs_hhh4sims()

Simulation-Based Logarithmic Score Using dhhh4sims

dnbmix()

Simulation-Based Forecast Distributions

logs_nbmix()

Simulation-Based Logarithmic Score Via dnbmix

Auxiliary functions for proper scoring rules

scores_lnorm()

Proper Scoring Rules for Log-Normal Forecasts

scores_lnorm_discrete()

Proper Scoring Rules for Discretized Log-Normal Forecasts

scores_sample()

Proper Scoring Rules based on Simulations

Auxiliary functions for ARIMA models

update(<Arima>)

Refit an ARIMA Model on a Subset of the Time Series