R中CARET包中的createTimeSlices函数

本文介绍了R中CARET包中的createTimeSlices函数的处理方法，对大家解决问题具有一定的参考价值，需要的朋友们下面随着小编来一起学习吧！

问题描述

我正在处理多变量金融时间序列数据，但在使用 createTimeSlices 函数时遇到了问题.除了 Max Kuhn 使用的功能外，我找不到该功能的任何用途.谁能帮我理解这个函数的用法?

I am working with multivariate financial time series data and having problems using the createTimeSlices function. I cannot find any use of the function except the one used by Max Kuhn. Can anybody help me in understanding the usage of the function?

推荐答案

文档正在对此功能进行改进"(换句话说，它目前很烂).另一个人最近就此事与我联系，这里是示例:

The documentation is being "improved" on this feature (in other words, it currently sucks). Another person contacted me recently about this and here is the example:

library(caret)
library(ggplot2)
data(economics)
myTimeControl <- trainControl(method = "timeslice",
                              initialWindow = 36,
                              horizon = 12,
                              fixedWindow = TRUE)

plsFitTime <- train(unemploy ~ pce + pop + psavert,
                    data = economics,
                    method = "pls",
                    preProc = c("center", "scale"),
                    trControl = myTimeControl)

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