fit_func: Fit univariate time series using caret ML model (for use with...
In Techtonique/ahead: Time Series Forecasting with uncertainty quantification

fit_func

R Documentation

Fit univariate time series using caret ML model (for use with `dynrmf`)

Description

Fit univariate time series using caret ML model (for use with dynrmf)

Usage

fit_func(
  x,
  y,
  method = "ranger",
  initial_window = 10L,
  horizon = 10L,
  fixed_window = FALSE,
  tune_length = 5,
  summary_function = NULL,
  verbose = TRUE
)

Arguments

`x`	A matrix of predictors
`y`	A vector of responses
`method`	The caret method to use for fitting the model
`initial_window`	The initial window size
`horizon`	The forecast horizon
`fixed_window`	Whether to use a fixed window size
`tune_length`	Length of the tuning grid
`verbose`	Whether to print the model summary