SVM-RBF Multistep Horizon

SVM-RBF Multistep Horizon

svm_rbf_multistep(
  mode = "regression",
  cost = NULL,
  rbf_sigma = NULL,
  margin = 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".

cost

A positive number for the cost of predicting a sample within or on the wrong side of the margin.

rbf_sigma

A positive number for radial basis function.

margin

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

Value

Get Multistep Horizon SVM-RBF model