lightGBMRecursive: lightGBMRecursive Wrapper function for LightGBM forecasting...

Description Usage Arguments Value

View source: R/gradientBoosting.R

Description

lightGBMRecursive

Wrapper function for LightGBM forecasting technique with recursive multistep ahead technique

Usage

1
lightGBMRecursive(ts_embed, horizon, params = NULL)

Arguments

ts_embed
  • Embedded time series, in the inp,out format of gbcode::makeEmbedded

horizon
  • Forecasting horizon

params
  • Additional (optional) parameters for LightGBM

Value

h-step forecast of ts_embed using lightGBM and recursive multistep-ahead forecasting technique


jdestefani/ExtendedDFML documentation built on Dec. 20, 2021, 10:04 p.m.