svm_rbf_multistep_fit_impl: Bridge SVM-RBF Multistep Modeling function

In microsoft/finnts: Microsoft Finance Time Series Forecasting Framework

Bridge SVM-RBF Multistep Modeling function

Description

Bridge SVM-RBF Multistep Modeling function

Usage

svm_rbf_multistep_fit_impl(
  x,
  y,
  C = double(1),
  sigma = integer(1),
  epsilon = double(1),
  lag_periods = NULL,
  external_regressors = NULL,
  forecast_horizon = NULL,
  selected_features = NULL
)

Arguments

x	A dataframe of xreg (exogenous regressors)
y	A numeric vector of values to fit
C	A positive number for the cost of predicting a sample within or on the wrong side of the margin.
sigma	A positive number for radial basis function.
epsilon	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

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