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robjhyndman / forecast

Forecasting Functions for Time Series and Linear Models
http://pkg.robjhyndman.com/forecast
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NNAR in forecast package #915

Closed Farahyas73 closed 10 months ago

Farahyas73 commented 1 year ago

Hi, I was trying to use neural network autoregression (NNAR) using the function 'nnetar' for global temperature. I tried to get prediction intervals. they are good up to h=20, but for a longer forecast horizon, (e.g. h=60), the upper limits of prediction intervals are not satisfactory and they are smaller than the mean forecasts. The figures are plotted below. Thanks

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robjhyndman commented 1 year ago

This is not reproducible. Please provide a reproducible example. Try using the reprex package for example.