business-science / modeltime.ensemble

Time Series Ensemble Forecasting
https://business-science.github.io/modeltime.ensemble/
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predict.mdl_time_ensemble_avg #23

Closed era127 closed 1 year ago

era127 commented 1 year ago

I was wondering if there was interest in taking in a pull request for a predict.mdl_time_ensemble_avg() function to predict on ensembles (ensemble_average) and aggregate predictions using rowMeans and matrixStats::rowMedians() based on type.

Also, possibly with an option to control how na values are handled if an individual model produce NA values.