This learner supports autoregressive integrated moving average model for univariate time-series.
Lrnr_arima
R6Class
object.
Learner object with methods for training and prediction. See
Lrnr_base
for documentation on learners.
order=NULL
A specification of the non-seasonal part of the ARIMA model: the three integer components (p, d, q) are the AR order, the degree of differencing, and the MA order.
seasonal=list(order=c(0,0,0) period=NA)
A specification of the seasonal part of the ARIMA model, plus the period (which defaults to frequency(x)). This should be a list with components order and period, but a specification of just a numeric vector of length 3 will be turned into a suitable list with the specification as the order.
n.ahead=NULL
The forecast horizon. If not specified, returns
forecast of size task$X
.
Other Learners: Custom_chain
,
Lrnr_HarmonicReg
,
Lrnr_bartMachine
, Lrnr_base
,
Lrnr_bilstm
, Lrnr_condensier
,
Lrnr_cv
,
Lrnr_define_interactions
,
Lrnr_expSmooth
,
Lrnr_glm_fast
, Lrnr_glmnet
,
Lrnr_glm
, Lrnr_h2o_grid
,
Lrnr_hal9001
,
Lrnr_independent_binomial
,
Lrnr_lstm
, Lrnr_mean
,
Lrnr_nnls
, Lrnr_optim
,
Lrnr_pca
,
Lrnr_pkg_SuperLearner
,
Lrnr_randomForest
,
Lrnr_ranger
, Lrnr_rpart
,
Lrnr_rugarch
, Lrnr_sl
,
Lrnr_solnp_density
,
Lrnr_solnp
,
Lrnr_subset_covariates
,
Lrnr_svm
, Lrnr_tsDyn
,
Lrnr_xgboost
, Pipeline
,
Stack
, define_h2o_X
,
undocumented_learner