time_features

<p>A data frame with with daily with daily prices for IBM and Microsoft since March 2017.</p>

datasets

Proposes application of spectral analysis and jack-knife resampling for multivariate sequence forecasting. The application allows for a fast random search in a compact space of hyper-parameters composed by Sequence Length and Jack-Knife Leave-N-Out.

Giancarlo Vercellino

spooky

Time Feature Extrapolation Using Spectral Analysis and
Jack-Knife Resampling

time_features function

<p>A data frame with 2 columns and 1324 rows.</p>

time_features: time features example: IBM and Microsoft Close Prices

Description

Usage

Arguments

Format