VEST-class: Class for time series feature eng.
In vcerqueira/vest: automatic feature eng for forecasting
Description
Class for time series feature eng.
Slots
XPredictor variables. Past recent values
ytarget values. numeric if h=1, df if h>1
Zlist of representations of X
Dynamicsstatistics derived from Z and X
keysmetadata
importanceimportance scores of features
vcerqueira/vest documentation built on Feb. 15, 2021, 6:57 p.m.
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Description
Class for time series feature eng.
Slots
XPredictor variables. Past recent values
ytarget values. numeric if h=1, df if h>1
Zlist of representations of X
Dynamicsstatistics derived from Z and X
keysmetadata
importanceimportance scores of features
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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