Max, thx for the reply, i am amazed at the caret package.. very nice okay, for time series, i think i can include a dummy variable for each time period and try to remove the time effect, less 1 dummy, like one does for seasonality. maybe that will work, if anyone has any suggestions on how to use the present caret package with time series, please share..
Max Kuhn wrote: > 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. > > [[alternative HTML version deleted]] ______________________________________________ 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.