Description Usage Arguments Details Value Author(s) References See Also Examples
This function is the "engine" of the TRMF package. It takes a previously created TRMF object and fits it to the data using an alternating least squares algorithm.
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x |
A TRMF object to be fit. |
numit |
Number of alternating least squares iterations |
... |
ignored |
If a coefficient model is not present in object
, it adds a L2 regularization model. If no time series models have been added to object
, it adds a simple model using TRMF_simple
.
train
returns a fitted object of class
"TRMF
" that contains the data, all added models, matrix factorization and fitted model. The matrix factors Xm, Fm
are stored in object$Factors$Xm
and object$Factors$Fm
respectively. Use fitted
to get fitted model, use resid
to get residuals, use coef
to get coefficients (Fm matrix) and components
to get Xm
or Fm
.
Chad Hammerquist
Yu, Hsiang-Fu, Nikhil Rao, and Inderjit S. Dhillon. "High-dimensional time series prediction with missing values." arXiv preprint arXiv:1509.08333 (2015).
create_TRMF
, TRMF_columns
, TRMF_trend
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