This learner supports various forms of nonlinear autoregression, including additive AR, neural nets, SETAR and LSTAR models, threshold VAR and VECM.
R6Class object.
Learner object with methods for training and prediction. See
Lrnr_base for documentation on learners.
learnerAvailable built-in time series models. Currently available can be listed with availableModels() function.
m = 1embedding dimension.
...Additional learner-specific arguments.
Other Learners:
Custom_chain,
Lrnr_HarmonicReg,
Lrnr_arima,
Lrnr_bartMachine,
Lrnr_base,
Lrnr_bayesglm,
Lrnr_bilstm,
Lrnr_caret,
Lrnr_cv_selector,
Lrnr_cv,
Lrnr_dbarts,
Lrnr_define_interactions,
Lrnr_density_discretize,
Lrnr_density_hse,
Lrnr_density_semiparametric,
Lrnr_earth,
Lrnr_expSmooth,
Lrnr_gam,
Lrnr_ga,
Lrnr_gbm,
Lrnr_glm_fast,
Lrnr_glmnet,
Lrnr_glm,
Lrnr_grf,
Lrnr_gru_keras,
Lrnr_gts,
Lrnr_h2o_grid,
Lrnr_hal9001,
Lrnr_haldensify,
Lrnr_hts,
Lrnr_independent_binomial,
Lrnr_lightgbm,
Lrnr_lstm_keras,
Lrnr_mean,
Lrnr_multiple_ts,
Lrnr_multivariate,
Lrnr_nnet,
Lrnr_nnls,
Lrnr_optim,
Lrnr_pca,
Lrnr_pkg_SuperLearner,
Lrnr_polspline,
Lrnr_pooled_hazards,
Lrnr_randomForest,
Lrnr_ranger,
Lrnr_revere_task,
Lrnr_rpart,
Lrnr_rugarch,
Lrnr_screener_augment,
Lrnr_screener_coefs,
Lrnr_screener_correlation,
Lrnr_screener_importance,
Lrnr_sl,
Lrnr_solnp_density,
Lrnr_solnp,
Lrnr_stratified,
Lrnr_subset_covariates,
Lrnr_svm,
Lrnr_ts_weights,
Lrnr_xgboost,
Pipeline,
Stack,
define_h2o_X(),
undocumented_learner