build_examples {utsf} | R Documentation |
Build the training examples
Description
Build the training examples for a regressive model to forecast a time series using lagged values of the series as autoregressive features.
Usage
build_examples(timeS, lags)
Arguments
timeS |
The time series. |
lags |
An integer vector with the lags used as feature vector in decreasing order. |
Value
A list with two fields: 1) a matrix with the features of the examples and 2) a vector with the targets of the examples
Examples
build_examples(ts(1:5), lags = 2:1)
[Package utsf version 1.1.0 Index]