Function weighForecasts

weighForecasts(
    returns: ArrayLike<number>,
    windows: readonly Window[],
    perModel: readonly (readonly (number | null)[])[],
    burnIn?: number,
): {
    asOfWeights: number[];
    forecasts: (number | null)[];
    originWeights: number[][];
}
The combination itself, on forecasts already made: at each origin the models with a forecast there, weighted by 1 / their mean QLIKE over the windows that ended by that origin (equal until each has burnIn of them). Also the as-of weights, from every window.
Parameters
- returns: ArrayLike<number>
- windows: readonly Window[]
- perModel: readonly (readonly (number | null)[])[]
- burnIn: number = WEIGHT_BURN_IN
Returns {
    asOfWeights: number[];
    forecasts: (number | null)[];
    originWeights: number[][];
}
- Defined in src/weighted.ts:106