使用R CARET包进行时间序列预测

Pan*_*kie 6 r machine-learning time-series r-caret

我是CARET包的新手.我想知道它如何用于预测多变量时间序列数据.

data(economics)
library(caret)
library(kernlab)

 myTimeControl <- trainControl(method = "timeslice", initialWindow =200,horizon =50, fixedWindow  = TRUE)

svmRbftune <- train(unemploy ~ pce + pop + psavert + uempmed,
                data = economics[1:250,], method = "svmRadial",
                tunelength = 14, trControl = myTimeControl)

svmpredict<-predict(svmRbftune,economics[251:350,])
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但是,我们怎么能预测这里的前进一步