tskeras: keras model for time series.

In forecasteR: Time Series Forecast System

keras model for time series.

Description

keras model for time series.

Usage

tskeras(x, model, lag = 1, batch_size = 1, epochs = 20, verbose = 0)

Arguments

x	a ts object.
model	a keras model.
lag	indicates by value to test alpha, beta and gamma.
batch_size	indicates by value to test alpha, beta and gamma.
epochs	indicates by value to test alpha, beta and gamma.
verbose	indicates by value to test alpha, beta and gamma.

Value

keras model

Author(s)

Diego Jimenez <[e-mail]>

Examples

  library(keras)
  modelo.deep <- keras_model_sequential() %>% 
  layer_lstm(
    units = 10, activation = 'tanh', batch_input_shape = c(1, 12, 1),
    return_sequences = TRUE, stateful = TRUE) %>%
  layer_dense(units = 1) %>%
  compile(loss = 'mse', optimizer = 'adam', metrics = 'mse')
  tskeras(AirPassengers, modelo.deep, lag = 12, epochs = 1)

forecasteR documentation built on July 9, 2023, 6:37 p.m.