ts_tune | R Documentation |
Creates a ts_tune
object for tuning hyperparameters of a time series model.
This function sets up a tuning process for the specified base model by exploring different
configurations of hyperparameters using cross-validation.
ts_tune(input_size, base_model, folds = 10)
input_size |
input size for machine learning model |
base_model |
base model for tuning |
folds |
number of folds for cross-validation |
returns a ts_tune
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$test)
tune <- ts_tune(input_size=c(3:5), base_model = ts_elm(ts_norm_gminmax()))
ranges <- list(nhid = 1:5, actfun=c('purelin'))
# Generic model tunning
model <- fit(tune, x=io_train$input, y=io_train$output, ranges)
prediction <- predict(model, x=io_test$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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