mltsp_forecaster: Functional version of the mlts

In fnoorian/mltsp: Tools for machine-learning based time-series prediction

Description

Functional version of the mlts

Usage

mltsp_forecaster(preproc = NULL, featext, learner, predictor = predict, ...)

Arguments

preproc	list of preprocessing technique tuples
featext	a function to extract features from a time-series
learner	a function to create the ML model
predictor	forecast function (predict by default)
...	Other parameters passed to build_mltsp_pipline

Value

A function(x, h, ...) that takes a time-series x and a horizon h, and returns the forecast as another time-series.

See Also

build_mltsp_pipline, mltsp

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