qwdap.ppr {QWDAP}

Projection Pursuit Regression

Description

Projection pursuit regression. This is a nonlinear regression method used to establish the nonlinear relationship between the original time series and the modes generated by quantum walks.

Usage

qwdap.ppr(in_data, data_range, plotting)

Arguments

in_data

a 'QWMS' object, which includes the target series and the selected modes which can be obtained from modes selection.

data_range

the range of the train samples.

plotting

whether to plot.

Value

a 'QWMODEL' object which includes the information of regression analysis.

Examples

data("traffic.n1")
res.ppr <- qwdap.ppr(traffic.n1,c(1,500))