svm_poly_multistep: SVM-POLY Multistep Horizon

In microsoft/finnts: Microsoft Finance Time Series Forecasting Framework

SVM-POLY Multistep Horizon

Description

SVM-POLY Multistep Horizon

Usage

svm_poly_multistep(
  mode = "regression",
  cost = NULL,
  degree = NULL,
  scale_factor = NULL,
  margin = 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".
cost	A positive number for the cost of predicting a sample within or on the wrong side of the margin.
degree	A positive number for polynomial degree.
scale_factor	A positive number for the polynomial scaling factor.
margin	A positive number for the epsilon in the SVM insensitive loss function
lag_periods	lag periods
external_regressors	external regressors
forecast_horizon	forecast horizon
selected_features	selected features

Value

Get Multistep Horizon SVM-POLY model

microsoft/finnts documentation built on Oct. 30, 2024, 9:34 p.m.