直接预测
使用周期性采样的时间序列数据执行直接预测
使用 directforecaster
函数基于周期性采样的时间序列数据训练 DirectForecaster
模型。Statistics and Machine Learning Toolbox™ 函数创建一个使用直接策略的多步预测模型,其中为预测期的每一步训练一个单独的回归模型。
在创建 DirectForecaster
模型对象后,您可以通过使用 loss
和 predict
对象函数来查看该模型在观测的测试数据上的表现。然后,您可以使用该模型通过 forecast
对象函数预测可用数据之外的时间步上的数据。
函数
compact | Reduce size of direct forecasting model (自 R2023b 起) |
crossval | Cross-validate direct forecasting model (自 R2023b 起) |
loss | Loss at each horizon step (自 R2023b 起) |
predict | Predict response at time steps in observed test data (自 R2023b 起) |
forecast | Forecast response at time steps beyond available data (自 R2023b 起) |
preparedPredictors | Obtain prepared data used for training or testing in direct forecasting (自 R2023b 起) |
cvloss | Loss for partitioned data at each horizon step (自 R2023b 起) |
cvpredict | Predict response using cross-validated direct forecasting model (自 R2023b 起) |
tspartition | Partition time series data for cross-validation (自 R2022b 起) |
对象
DirectForecaster | Fit direct forecasting model (自 R2023b 起) |
CompactDirectForecaster | Compact direct forecasting model (自 R2023b 起) |
PartitionedDirectForecaster | Cross-validated direct forecasting model (自 R2023b 起) |
主题
- Perform Time Series Direct Forecasting with directforecaster
Perform time series direct forecasting with the
directforecaster
function. - Manually Perform Time Series Forecasting Using Ensembles of Boosted Regression Trees
Manually perform single-step and multiple-step time series forecasting with ensembles of boosted regression trees.