hubEnsembles: Ensembling Methods in R

Combining predictions from multiple models into an ensemble is a widely used practice across many fields with demonstrated performance benefits. Popularized through domains such as weather forecasting and climate modeling, multi-model ensembles are becoming increasingly common in public health and biological applications. For example, multi-model outbreak forecasting provides more accurate and reliable information about the timing and burden of infectious disease outbreaks to public health officials and medical practitioners. Yet, understanding and interpreting multi-model ensemble results can be difficult, as there are a diversity of methods proposed in the literature with no clear consensus on which is best. Moreover, a lack of standard, easy-to-use software implementations impedes the generation of multi-model ensembles in practice. To address these challenges, we provide an introduction to the statistical foundations of applied probabilistic forecasting, including the role of multi-model ensembles. We introduce the hubEnsembles package, a flexible framework for ensembling various types of predictions using a range of methods. Finally, we present a tutorial and case-study of ensemble methods using the hubEnsembles package on a subset of real, publicly available data from the FluSight Forecast Hub.