cubist_multistep: CUBIST Multistep Horizon
In microsoft/finnts: Microsoft Finance Time Series Forecasting Framework

cubist_multistep

R Documentation

CUBIST Multistep Horizon

Description

CUBIST Multistep Horizon

Usage

cubist_multistep(
  mode = "regression",
  committees = NULL,
  neighbors = NULL,
  max_rules = NULL,
  lag_periods = NULL,
  external_regressors = NULL,
  forecast_horizon = NULL,
  selected_features = NULL
)

Arguments

`mode`	A single character string for the type of model. The only possible value for this model is "regression".
`committees`	committees
`neighbors`	neighbors
`max_rules`	max rules
`external_regressors`	external regressors
`forecast_horizon`	forecast horizon
`selected_features`	selected features