build_narx: Build a nonlinear auto-regressive time-series forecasting...

Description Usage Arguments Value See Also

Description

Build a nonlinear auto-regressive time-series forecasting with exogenous input

Usage

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build_narx(learner_func, p, P = 0, d = 0, D = 0, freq = 1,
  lambda = NULL, ...)

Arguments

learner_func

Non-linear learning function

p

Auto-regressive order

P

Seasonal auto-regressive order

d

Model differencing order

D

Seasonal differencing order

freq

Time-series periodicity

lambda

Box-Cox transform's lambda

...

Extra parameters passed to learner_func

Value

A NARX model object

See Also

narx


fnoorian/mltsp documentation built on May 16, 2019, 1:48 p.m.