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echos 1.0.3

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@ahaeusser ahaeusser released this 22 Feb 11:53
· 14 commits to master since this release

New features

  • Added reservoir scaling parameter tau to train_esn(), enabling dynamic control of reservoir size.
  • Added tune_esn() to tune hyperparameters alpha, rho and tau via time series cross-validation (i.e., rolling forecasts).
  • Added S3 methods summary.tune_esn() and plot.tune_esn() to summarize and visualize results from hyperparameter tuning.

Bug fixes

  • Fixed train_esn() so n_initial is only auto-set when NULL.

Improvements

  • Added input validation for y and inf_crit in train_esn() and levels in forecast_esn().
  • Improved documentation