gausspr_ts
fits a timeseries model using gausspr
gausspr_ts(timeseries, num_ahead = 5, level = 95, frequency = 1, kernel = "rbfdot", kpar = "automatic")
timeseries | the time series to forecast |
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num_ahead | the number of points at the end of the time series to forecast |
level | Confidence level for prediction intervals. |
frequency | the number of observations per unit of time. |
kernel | the kernel function used in training and predicting. This parameter can be set to any function, of class kernel, which computes a dot product between two vector arguments. kernlab provides the most popular kernel functions which can be used by setting the kernel parameter to the following strings:
The kernel parameter can also be set to a user defined function of class kernel by passing the function name as an argument. |
kpar | the list of hyper-parameters (kernel parameters). This is a list which contains the parameters to be used with the kernel function. Valid parameters for existing kernels are :
Hyper-parameters for user defined kernels can be passed through the kpar parameter as well. |
a data.frame of the mean forecasts, the observed values, and the lower and upper CI levels (if an error occurs, then just NA values)