svm_rbf_multistep_fit_impl {finnts} | R Documentation |
Bridge SVM-RBF Multistep Modeling function
Description
Bridge SVM-RBF Multistep Modeling function
Usage
svm_rbf_multistep_fit_impl(
x,
y,
C = double(1),
sigma = integer(1),
epsilon = double(1),
lag_periods = NULL,
external_regressors = NULL,
forecast_horizon = NULL,
selected_features = NULL
)
Arguments
x |
A dataframe of xreg (exogenous regressors) |
y |
A numeric vector of values to fit |
C |
A positive number for the cost of predicting a sample within or on the wrong side of the margin. |
sigma |
A positive number for radial basis function. |
epsilon |
A positive number for the epsilon in the SVM insensitive loss function |
lag_periods |
lag periods |
external_regressors |
external regressors |
forecast_horizon |
forecast horizon |
selected_features |
selected features |
[Package finnts version 0.5.0 Index]