narx: Nonlinear auto-regressive time-series forecasting with...

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

Description

Nonlinear auto-regressive time-series forecasting with exogenous input

Usage

narx(...)

## S3 method for class 'narx'
narx(model, x, xreg = NULL, ...)

## Default S3 method:
narx(x, learner_func, p, P = 0, d = 0, D = 0,
  freq = 1, xreg = NULL, lambda = NULL, ...)

Arguments

...	Extra parameters passed to learner_func
model	NARX model. A narx object.
x	Time-series input
xreg	External regression data
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

Value

A fitted NARX object

See Also

build_narx

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