I am new to CARET. I was wondering how this can be used to predict multidimensional time series data.
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,])
But then how can we predict one step forward from here
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