Zubin, > Hello, I have some time series applications, where i have a large set of X > variables (hundreds) and thousands of time data points (sampling every > minute). > I like to use the caret package to support the analysis, variable selection > and model selection. However, reading the documentation, it looks like > caret uses resampling methods. Not sure if these methods work with time > series, as you need a block bootstrap or such. > My question: Does the caret package support the usage of time series data?
I don't know much about resampling with time series. If regular resampling methods are not appropriate, you can use the index argument of trainControl to specify the indices of the samples that you want in the training set. We can always add resampling options that are specific to time series. It also assumes that the predictors are in the form of a data frame or matrix, so I'm not sure that passing an object of some other class would work right now. I'd be happy to add new methods for train that are specific to certain data types. -- Max ______________________________________________ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
