mars_multistep: MARS Multistep Horizon
In microsoft/finnts: Microsoft Finance Time Series Forecasting Framework

mars_multistep

R Documentation

MARS Multistep Horizon

Description

MARS Multistep Horizon

Usage

mars_multistep(
  mode = "regression",
  num_terms = NULL,
  prod_degree = NULL,
  prune_method = 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".
`num_terms`	The number of features that will be retained in the final model, including the intercept.
`prod_degree`	The highest possible interaction degree.
`prune_method`	The pruning method.
`lag_periods`	lag periods
`external_regressors`	external regressors
`forecast_horizon`	forecast horizon
`selected_features`	selected features