divide_ts

Split a given time series dataset into train and test set for evaluation.

Tools to model and forecast multivariate time series
including Bayesian Vector heterogeneous autoregressive (VHAR) model
by Kim & Baek (2023) (<doi:10.1080/00949655.2023.2281644>).
'bvhar' can model Vector Autoregressive (VAR), VHAR, Bayesian VAR (BVAR), and Bayesian VHAR (BVHAR) models.

Young Geun Kim

bvhar

Bayesian Vector Heterogeneous Autoregressive Modeling

Changryong Baek

divide_ts function

<dl><dt>y</dt>
<dd>Time series data of which columns indicate the variables</dd>
<dt>n_ahead</dt>
<dd>step to evaluate</dd></dl>

Arguments

Split a Time Series Dataset into Train-Test Set — divide_ts

<dl>

<dt>y</dt>
<dd>Time series data of which columns indicate the variables</dd>


<dt>n_ahead</dt>
<dd>step to evaluate</dd>

</dl>

divide_ts: Split a Time Series Dataset into Train-Test Set

Description

Usage

Value

Arguments