Dear all,
Is it possible to optmize the hyperparameters when using the directforecaster function to predict times series?
clear
close
clc

Tbl = importAndPreprocessPortData;

Tbl.Year = year(Tbl.Time);
Tbl.Quarter = quarter(TEU.Time);

slidingWindowPartition = tspartition(height(Tbl),"SlidingWindow", 4, "TestSize", 24)

Mdl = directforecaster(Tbl, "TEU", "Horizon", 1:12, "Learner", "lsboost", "ResponseLags", 1:12, …
"LeadingPredictors", "all", "LeadingPredictorLags", {0:12, 0:12}, …
"Partition", slidingWindowPartition, "CategoricalPredictors", "Quarter") % I would like to optmize lsboost hyperparameters

predY = cvpredict(Mdl)Dear all,
Is it possible to optmize the hyperparameters when using the directforecaster function to predict times series?
clear
close
clc

Tbl = importAndPreprocessPortData;

Tbl.Year = year(Tbl.Time);
Tbl.Quarter = quarter(TEU.Time);

slidingWindowPartition = tspartition(height(Tbl),"SlidingWindow", 4, "TestSize", 24)

Mdl = directforecaster(Tbl, "TEU", "Horizon", 1:12, "Learner", "lsboost", "ResponseLags", 1:12, …
"LeadingPredictors", "all", "LeadingPredictorLags", {0:12, 0:12}, …
"Partition", slidingWindowPartition, "CategoricalPredictors", "Quarter") % I would like to optmize lsboost hyperparameters

predY = cvpredict(Mdl) Dear all,
Is it possible to optmize the hyperparameters when using the directforecaster function to predict times series?
clear
close
clc

Tbl = importAndPreprocessPortData;

Tbl.Year = year(Tbl.Time);
Tbl.Quarter = quarter(TEU.Time);

slidingWindowPartition = tspartition(height(Tbl),"SlidingWindow", 4, "TestSize", 24)

Mdl = directforecaster(Tbl, "TEU", "Horizon", 1:12, "Learner", "lsboost", "ResponseLags", 1:12, …
"LeadingPredictors", "all", "LeadingPredictorLags", {0:12, 0:12}, …
"Partition", slidingWindowPartition, "CategoricalPredictors", "Quarter") % I would like to optmize lsboost hyperparameters

predY = cvpredict(Mdl) directforecaster, time series MATLAB Answers — New Questions

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