scalation.modeling.forecasting.multivar.Forecaster_RegV
See theForecaster_RegV companion class
object Forecaster_RegV
The Forecaster_RegV object supports regression for Multivariate Time Series data. Given a response matrix y, a predictor matrix x is built that consists of lagged y vectors. Additional future response vectors are built for training. y_t = b dot x where x = [y_{t-1}, y_{t-2}, ... y_{t-lag}].
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- class
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class Objecttrait Matchableclass Any
- Self type
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Forecaster_RegV.type
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