build_examples {utsf}R Documentation

Build the training examples

Description

Build the training examples for a regressive model to forecast a time series using lagged values of the series as autoregressive features.

Usage

build_examples(timeS, lags)

Arguments

timeS

The time series.

lags

An integer vector with the lags used as feature vector in decreasing order.

Value

A list with two fields: 1) a matrix with the features of the examples and 2) a vector with the targets of the examples

Examples

build_examples(ts(1:5), lags = 2:1)

[Package utsf version 1.3.0 Index]