ts_svm | R Documentation |
Creates a time series prediction object that uses the Support Vector Machine (SVM). It wraps the e1071 library.
ts_svm(
preprocess = NA,
input_size = NA,
kernel = "radial",
epsilon = 0,
cost = 10
)
preprocess |
normalization |
input_size |
input size for machine learning model |
kernel |
SVM kernel (linear, radial, polynomial, sigmoid) |
epsilon |
error threshold |
cost |
this parameter controls the trade-off between achieving a low error on the training data and minimizing the model complexity |
returns a ts_svm
object.
data(sin_data)
ts <- ts_data(sin_data$y, 10)
ts_head(ts, 3)
samp <- ts_sample(ts, test_size = 5)
io_train <- ts_projection(samp$train)
io_test <- ts_projection(samp$test)
model <- ts_svm(ts_norm_gminmax(), input_size=4)
model <- fit(model, x=io_train$input, y=io_train$output)
prediction <- predict(model, x=io_test$input[1,], steps_ahead=5)
prediction <- as.vector(prediction)
output <- as.vector(io_test$output)
ev_test <- evaluate(model, output, prediction)
ev_test
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