XGBOOST Multistep Horizon

XGBOOST Multistep Horizon

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