xgboost_multistep: XGBOOST Multistep Horizon

In microsoft/finnts: Microsoft Finance Time Series Forecasting Framework

XGBOOST Multistep Horizon

Description

XGBOOST Multistep Horizon

Usage

xgboost_multistep(
  mode = "regression",
  mtry = NULL,
  trees = NULL,
  min_n = NULL,
  tree_depth = NULL,
  learn_rate = NULL,
  loss_reduction = NULL,
  sample_size = NULL,
  stop_iter = 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".
mtry	mtry
trees	trees
min_n	min_n
tree_depth	tree depth
learn_rate	learn rate
loss_reduction	loss reduction
sample_size	number for the number (or proportion) of data that is exposed to the fitting routine.
stop_iter	The number of iterations without improvement before stopping
lag_periods	lag periods
external_regressors	external regressors
forecast_horizon	forecast horizon
selected_features	selected features

Value

Get Multistep Horizon XGBoost model

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