Lrnr_HarmonicReg: Harmonic Regression

Description Usage Format Value Parameters See Also

Description

This learner fits first harmonics in a Fourier expansion to one or more time series. Fourier decomposition relies on fourier, and the time series is fit using tslm

Usage

1

Format

R6Class object.

Value

Learner object with methods for training and prediction. See Lrnr_base for documentation on learners.

Parameters

Kparam

Maximum order of the fourier terms. Passed to fourier.

n.ahead=NULL

The forecast horizon. If not specified, returns forecast of size task$X.

freq

The frequency of the time series.

...

Not used.

See Also

Other Learners: Custom_chain, Lrnr_arima, Lrnr_bartMachine, Lrnr_base, Lrnr_bilstm, Lrnr_condensier, Lrnr_cv, Lrnr_dbarts, Lrnr_define_interactions, Lrnr_expSmooth, Lrnr_glm_fast, Lrnr_glmnet, Lrnr_glm, Lrnr_grf, Lrnr_h2o_grid, Lrnr_hal9001, Lrnr_independent_binomial, Lrnr_lstm, Lrnr_mean, Lrnr_nnls, Lrnr_optim, Lrnr_pca, Lrnr_pkg_SuperLearner, Lrnr_randomForest, Lrnr_ranger, Lrnr_rpart, Lrnr_rugarch, Lrnr_sl, Lrnr_solnp_density, Lrnr_solnp, Lrnr_subset_covariates, Lrnr_svm, Lrnr_tsDyn, Lrnr_xgboost, Pipeline, Stack, define_h2o_X, undocumented_learner


jeremyrcoyle/sl3 documentation built on Oct. 13, 2018, 8:55 p.m.