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daltoolbox (version 1.1.727)

select_hyper.ts_tune: Select Optimal Hyperparameters for Time Series Models

Description

Identifies the optimal hyperparameters by minimizing the error from a dataset of hyperparameters. The function selects the hyperparameter configuration that results in the lowest average error. It wraps the dplyr library.

Usage

# S3 method for ts_tune
select_hyper(obj, hyperparameters)

Value

returns the optimized key number of hyperparameters

Arguments

obj

a ts_tune object containing the model and tuning settings

hyperparameters

hyperparameters dataset